-99.6%
SOXS vs MLM
+18.7%
-118.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.8% | -10.8% | -15.3% |
| 7D | +36.2% | -4.1% | +40.4% | +29.1% |
| 30D | +131.5% | +8.2% | +123.3% | +157.5% |
| 3M | +60.5% | -3.6% | +64.1% | +50.7% |
| 6M | -25.9% | -15.6% | -10.4% | -45.1% |
| YTD | -88.3% | -16.4% | -71.9% | -90.7% |
| 1Y | -89.6% | -14.3% | -75.3% | -91.2% |
| 3Y | -99.6% | +19.3% | -118.9% | -99.0% |
| All | -99.6% | +18.7% | -118.3% | -99.0% |
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