+1,507.2%
SOXX vs MLM
+209.3%
+1,297.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.0% | -1.3% | +4.3% | +3.6% |
| 30D | -3.1% | -9.1% | +6.0% | +1.1% |
| 3M | -4.4% | -9.0% | +4.6% | -1.1% |
| 6M | +52.9% | -17.0% | +69.9% | +65.1% |
| YTD | +72.0% | -19.0% | +91.0% | +86.9% |
| 1Y | +105.1% | -18.1% | +123.2% | +121.1% |
| 3Y | +220.6% | +16.7% | +203.9% | +191.4% |
| 5Y | +244.8% | +40.2% | +204.6% | +188.1% |
| All | +1,507.2% | +209.3% | +1,297.9% | +918.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling