+134.2%
SOXX vs MULL
+2,366.2%
-2,232.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.3% | +6.6% | -0.5% |
| 7D | +3.0% | +3.6% | -0.6% | +1.9% |
| 30D | -3.1% | +22.0% | -25.2% | -8.5% |
| 3M | -4.4% | -8.6% | +4.2% | -9.2% |
| 6M | +52.9% | +248.5% | -195.6% | -1.3% |
| YTD | +72.0% | +516.3% | -444.3% | -6.8% |
| 1Y | +105.1% | +2,036.6% | -1,931.5% | -23.3% |
| All | +134.2% | +2,366.2% | -2,232.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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