-8.8%
SMCI vs MAR
+28.2%
-36.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +6.6% | -5.4% | +12.0% | +7.8% |
| 3M | +25.4% | -15.5% | +40.9% | +31.0% |
| 6M | +26.1% | +3.0% | +23.2% | +22.0% |
| YTD | +37.0% | +8.5% | +28.5% | +33.5% |
| 1Y | -8.8% | +26.0% | -34.7% | -4.0% |
| All | -8.8% | +28.2% | -36.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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