+9,612.4%
SOXL vs MMM
+341.8%
+9,270.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.0% | -10.0% | -9.3% |
| 7D | +26.9% | -0.4% | +27.3% | +28.5% |
| 30D | -47.2% | +12.1% | -59.4% | -58.1% |
| 3M | -59.9% | +1.4% | -61.3% | -62.0% |
| 6M | -68.3% | +26.6% | -94.9% | -80.6% |
| YTD | +38.8% | +16.8% | +22.0% | -2.6% |
| 1Y | +48.8% | +10.1% | +38.7% | +16.6% |
| 3Y | +196.5% | +158.4% | +38.1% | -60.2% |
| 5Y | -5.0% | +43.1% | -48.1% | -52.1% |
| 10Y | +1,914.5% | +74.2% | +1,840.4% | +625.9% |
| All | +9,612.4% | +341.8% | +9,270.6% | +376.4% |
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