+107.5%
SOXX vs MLM
-17.1%
+124.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | -3.6% | -6.1% | +2.5% | -1.9% |
| 3M | -10.2% | -9.7% | -0.5% | -8.4% |
| 6M | +54.2% | -14.4% | +68.6% | +60.1% |
| YTD | +75.2% | -17.7% | +93.0% | +80.6% |
| 1Y | +107.5% | -18.7% | +126.2% | +110.8% |
| All | +107.5% | -17.1% | +124.6% | +110.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling