+55.9%
SOXL vs MMM
+22.1%
+33.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.5% | -18.4% | -15.8% |
| 7D | -37.9% | +12.2% | -50.1% | -44.0% |
| 30D | -59.4% | +18.8% | -78.3% | -65.8% |
| 3M | -52.3% | +7.4% | -59.7% | -54.9% |
| 6M | -47.7% | +38.3% | -86.0% | -63.3% |
| YTD | +58.8% | +22.9% | +35.9% | +22.7% |
| 1Y | +55.9% | +23.0% | +32.9% | +8.2% |
| All | +55.9% | +22.1% | +33.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling