+179.0%
SOXX vs MLM
+15.7%
+163.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | +9.4% | -0.9% | +10.2% | +9.9% |
| 30D | -13.8% | +9.0% | -22.8% | -17.6% |
| 3M | -18.6% | -5.6% | -13.1% | -16.4% |
| 6M | -15.1% | -10.7% | -4.4% | -11.4% |
| YTD | +49.0% | -17.2% | +66.1% | +60.5% |
| 1Y | +55.3% | -14.2% | +69.5% | +63.4% |
| 3Y | +179.0% | +15.6% | +163.4% | +131.0% |
| All | +179.0% | +15.7% | +163.3% | +131.0% |
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