+4,419.4%
SMCI vs MLM
+374.3%
+4,045.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.0% |
| 7D | +6.8% | -2.9% | +9.7% | +8.3% |
| 30D | +30.6% | -6.8% | +37.4% | +35.0% |
| 3M | -15.6% | -11.2% | -4.4% | -10.8% |
| 6M | +21.3% | -21.8% | +43.1% | +37.1% |
| YTD | +35.3% | -17.0% | +52.2% | +48.5% |
| 1Y | -2.7% | -16.4% | +13.6% | +6.3% |
| 3Y | +40.3% | +14.5% | +25.8% | +31.1% |
| 5Y | +941.8% | +41.7% | +900.1% | +782.6% |
| 10Y | +1,687.4% | +200.0% | +1,487.3% | +876.7% |
| All | +4,419.4% | +374.3% | +4,045.2% | +1,439.6% |
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