+25.3%
SMCI vs MDLN
-7.5%
+32.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -4.8% |
| 7D | -1.3% | -11.5% | +10.2% | -3.3% |
| 30D | +18.3% | -7.6% | +25.9% | +16.6% |
| 3M | +27.7% | -11.4% | +39.1% | +26.5% |
| 6M | +17.6% | -24.5% | +42.0% | +15.3% |
| YTD | +27.7% | -22.9% | +50.6% | +21.9% |
| All | +25.3% | -7.5% | +32.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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