-100.0%
SOXS vs MLM
+655.9%
-755.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.8% | -10.8% | -15.1% |
| 7D | +36.2% | -4.1% | +40.4% | +29.8% |
| 30D | +131.5% | +8.2% | +123.3% | +155.8% |
| 3M | +60.5% | -3.6% | +64.1% | +52.9% |
| 6M | -25.9% | -15.6% | -10.4% | -41.4% |
| YTD | -88.3% | -16.4% | -71.9% | -90.3% |
| 1Y | -89.6% | -14.3% | -75.3% | -91.0% |
| 3Y | -99.6% | +19.3% | -118.9% | -99.3% |
| 5Y | -99.9% | +29.6% | -129.5% | -99.7% |
| 10Y | -100.0% | +189.9% | -289.9% | -100.0% |
| All | -100.0% | +655.9% | -755.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling