-30.9%
SMCI vs MP
-40.8%
+9.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.0% |
| 7D | -11.5% | -3.6% | -7.8% | -9.7% |
| 30D | -33.6% | -21.0% | -12.6% | -24.8% |
| 3M | -11.7% | -33.3% | +21.6% | +8.3% |
| 6M | -21.4% | -45.9% | +24.5% | +4.6% |
| YTD | -5.1% | -27.8% | +22.8% | +7.9% |
| 1Y | -30.9% | -43.2% | +12.3% | -14.7% |
| All | -30.9% | -40.8% | +9.9% | -14.7% |
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