+44.6%
SMCI vs MXL
+222.8%
-178.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.5% | -0.3% | +5.0% |
| 7D | +1.3% | +18.9% | -17.6% | -3.9% |
| 30D | +6.6% | +0.3% | +6.3% | +5.8% |
| 3M | +25.4% | -8.0% | +33.5% | +23.5% |
| 6M | +26.1% | +341.2% | -315.1% | -35.0% |
| YTD | +37.0% | +327.8% | -290.8% | -28.8% |
| 1Y | -8.8% | +364.9% | -373.7% | -54.7% |
| 3Y | +44.6% | +229.2% | -184.6% | -20.6% |
| All | +44.6% | +222.8% | -178.2% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling