-37.6%
SMCI vs MP
-35.7%
-1.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.1% | -0.6% | -3.2% |
| 7D | -17.3% | -12.5% | -4.8% | -11.6% |
| 30D | -31.5% | -23.3% | -8.1% | -21.9% |
| 3M | -6.6% | -24.4% | +17.8% | +6.5% |
| 6M | +6.0% | -45.8% | +51.8% | +39.3% |
| YTD | +1.1% | -28.9% | +30.0% | +16.9% |
| 1Y | -37.6% | -34.6% | -3.0% | -26.7% |
| All | -37.6% | -35.7% | -1.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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