+79.4%
SMCI vs MULL
+2,620.5%
-2,541.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.8% |
| 7D | +5.2% | +14.8% | -9.6% | +1.1% |
| 30D | +23.7% | +36.6% | -12.8% | +12.8% |
| 3M | -4.2% | -8.9% | +4.7% | -10.0% |
| 6M | +21.7% | +311.9% | -290.2% | -31.3% |
| YTD | +33.0% | +579.8% | -546.8% | -40.3% |
| 1Y | -9.3% | +2,421.5% | -2,430.8% | -77.2% |
| All | +79.4% | +2,620.5% | -2,541.1% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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