+523.6%
SMCI vs MLM
+25.7%
+497.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -6.6% | -0.9% | -5.7% | -6.0% |
| 30D | -24.9% | +9.0% | -33.9% | -30.4% |
| 3M | -31.4% | -5.6% | -25.8% | -29.1% |
| 6M | -16.0% | -10.7% | -5.3% | -9.9% |
| YTD | -8.2% | -17.2% | +9.0% | +4.5% |
| 1Y | -23.4% | -14.2% | -9.2% | -15.2% |
| 3Y | +5.0% | +15.6% | -10.6% | -12.0% |
| All | +523.6% | +25.7% | +497.9% | +374.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling