-28.8%
SMCI vs MLM
-12.5%
-16.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -2.1% |
| 7D | -6.0% | -3.8% | -2.2% | -3.7% |
| 30D | -31.7% | +11.0% | -42.7% | -36.9% |
| 3M | -8.1% | -3.1% | -5.1% | -6.4% |
| 6M | -19.1% | -9.8% | -9.4% | -12.4% |
| YTD | -2.3% | -14.4% | +12.1% | +5.3% |
| All | -28.8% | -12.5% | -16.3% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling