+48.0%
SMCI vs MLM
+20.2%
+27.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +3.7% |
| 7D | +6.8% | -2.9% | +9.7% | +9.0% |
| 30D | +30.6% | -6.8% | +37.4% | +37.0% |
| 3M | -15.6% | -11.2% | -4.4% | -8.5% |
| 6M | +21.3% | -21.8% | +43.1% | +44.6% |
| YTD | +35.3% | -17.0% | +52.2% | +54.1% |
| 1Y | -2.7% | -16.4% | +13.6% | +9.8% |
| All | +48.0% | +20.2% | +27.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling