+2,514.3%
SOXX vs MLM
+1,301.1%
+1,213.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +2.2% | -2.9% | +5.1% | +3.5% |
| 30D | -2.0% | -6.8% | +4.8% | +1.0% |
| 3M | -13.7% | -11.2% | -2.5% | -9.9% |
| 6M | +52.4% | -21.8% | +74.2% | +68.6% |
| YTD | +72.8% | -17.0% | +89.8% | +85.3% |
| 1Y | +113.9% | -16.4% | +130.3% | +128.1% |
| 3Y | +210.7% | +14.5% | +196.3% | +186.6% |
| 5Y | +244.6% | +41.7% | +202.9% | +189.6% |
| 10Y | +1,468.0% | +200.0% | +1,268.0% | +776.9% |
| All | +2,514.3% | +1,301.1% | +1,213.2% | +384.1% |
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 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