+2,153.9%
SOXX vs MLM
+1,298.0%
+856.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | +9.4% | -0.9% | +10.2% | +9.8% |
| 30D | -13.8% | +9.0% | -22.8% | -17.3% |
| 3M | -18.6% | -5.6% | -13.1% | -16.8% |
| 6M | -15.1% | -10.7% | -4.4% | -11.9% |
| YTD | +49.0% | -17.2% | +66.1% | +59.4% |
| 1Y | +55.3% | -14.2% | +69.5% | +63.5% |
| 3Y | +179.0% | +15.6% | +163.4% | +155.9% |
| 5Y | +166.5% | +26.2% | +140.3% | +134.9% |
| 10Y | +1,203.0% | +140.6% | +1,062.4% | +706.4% |
| All | +2,153.9% | +1,298.0% | +856.0% | +316.5% |
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