-100.0%
SOXS vs MLM
+20.2%
-120.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.1% | -11.3% | -8.2% |
| 7D | -7.0% | -2.9% | -4.1% | -11.3% |
| 30D | +2.8% | -6.8% | +9.6% | -8.9% |
| 3M | -9.8% | -11.2% | +1.4% | -29.7% |
| 6M | -99.2% | -21.8% | -77.3% | -98.6% |
| YTD | -99.5% | -17.0% | -82.5% | -99.0% |
| 1Y | -99.8% | -16.4% | -83.4% | -99.6% |
| All | -100.0% | +20.2% | -120.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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