+3,164.8%
SMCI vs MLM
+389.2%
+2,775.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -1.8% |
| 7D | -6.0% | -3.8% | -2.2% | -4.3% |
| 30D | -31.7% | +11.0% | -42.7% | -35.5% |
| 3M | -8.1% | -3.1% | -5.1% | -7.5% |
| 6M | -19.1% | -9.8% | -9.4% | -15.6% |
| YTD | -2.3% | -14.4% | +12.1% | +5.0% |
| 1Y | -28.1% | -12.6% | -15.5% | -23.4% |
| 3Y | +8.0% | +19.7% | -11.8% | -2.1% |
| 5Y | +537.8% | +29.8% | +508.1% | +459.6% |
| 10Y | +1,119.6% | +153.5% | +966.1% | +622.1% |
| All | +3,164.8% | +389.2% | +2,775.7% | +988.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling