+497.9%
SOXL vs MMM
+99.5%
+398.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +4.2% |
| 7D | +18.4% | -2.6% | +20.9% | +21.7% |
| 30D | -3.2% | -9.3% | +6.1% | +7.8% |
| 3M | -37.6% | +5.6% | -43.2% | -41.4% |
| 6M | +136.1% | +9.5% | +126.6% | +113.7% |
| YTD | +199.5% | +4.1% | +195.3% | +182.9% |
| 1Y | +363.2% | +9.4% | +353.9% | +312.6% |
| All | +497.9% | +99.5% | +398.3% | +283.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling