+541.4%
SMCI vs MP
-13.8%
+555.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +4.7% |
| 7D | -12.7% | -10.5% | -2.2% | -9.5% |
| 30D | -36.0% | -23.5% | -12.5% | -30.4% |
| 3M | -2.1% | -25.4% | +23.3% | +7.0% |
| 6M | -17.0% | -51.3% | +34.2% | +2.1% |
| YTD | -1.7% | -29.9% | +28.2% | +8.9% |
| 1Y | -28.7% | -31.8% | +3.1% | -20.9% |
| 3Y | +13.9% | +127.0% | -113.1% | -23.8% |
| All | +541.4% | -13.8% | +555.2% | +455.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling