-31.1%
SOXS vs MLM
-9.7%
-21.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.5% | -24.7% | -21.1% |
| 7D | -5.1% | -3.8% | -1.2% | -5.9% |
| 30D | +60.4% | +11.0% | +49.4% | +64.3% |
| 3M | +32.7% | -3.1% | +35.7% | +29.8% |
| All | -31.1% | -9.7% | -21.4% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling