-37.6%
SMCI vs MXL
+276.5%
-314.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -11.1% | +5.4% | -2.7% |
| 7D | -17.3% | -24.3% | +7.0% | -10.9% |
| 30D | -31.5% | -46.1% | +14.6% | -19.8% |
| 3M | -6.6% | -21.8% | +15.2% | -1.2% |
| 6M | +6.0% | -27.2% | +33.2% | +10.5% |
| YTD | +1.1% | +226.2% | -225.0% | -44.6% |
| 1Y | -37.6% | +297.0% | -334.5% | -68.7% |
| All | -37.6% | +276.5% | -314.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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