+1,776.0%
SMCI vs MLM
+204.6%
+1,571.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +9.7% | +1.4% | +8.3% | +8.9% |
| 30D | +29.3% | -6.5% | +35.8% | +33.5% |
| 3M | -8.5% | -7.4% | -1.0% | -5.1% |
| 6M | +28.6% | -15.8% | +44.4% | +40.5% |
| YTD | +37.5% | -17.4% | +55.0% | +51.7% |
| 1Y | +0.5% | -17.9% | +18.4% | +11.0% |
| 3Y | +43.4% | +18.9% | +24.6% | +32.1% |
| 5Y | +1,008.2% | +43.4% | +964.7% | +842.6% |
| 10Y | +1,776.0% | +206.2% | +1,569.9% | +1,040.8% |
| All | +1,776.0% | +204.6% | +1,571.5% | +1,040.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling