+19,418.6%
SOXL vs MMM
+303.7%
+19,114.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.6% |
| 7D | +5.3% | -3.3% | +8.7% | +11.9% |
| 30D | -11.2% | -7.0% | -4.2% | +1.2% |
| 3M | -55.4% | +10.8% | -66.2% | -63.7% |
| 6M | +107.1% | +5.8% | +101.4% | +85.2% |
| YTD | +179.0% | +6.8% | +172.3% | +136.9% |
| 1Y | +357.4% | +10.4% | +347.0% | +259.1% |
| 3Y | +397.5% | +104.7% | +292.8% | +7.1% |
| 5Y | +155.9% | +23.6% | +132.3% | +74.8% |
| 10Y | +4,301.6% | +54.1% | +4,247.5% | +1,980.3% |
| All | +19,418.6% | +303.7% | +19,114.8% | +1,058.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling