+2,065.7%
SMCI vs MXL
+286.3%
+1,779.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -3.1% |
| 7D | -1.3% | +16.6% | -17.9% | -5.7% |
| 30D | +18.3% | +0.5% | +17.8% | +17.7% |
| 3M | +27.7% | -3.6% | +31.3% | +24.4% |
| 6M | +17.6% | +328.0% | -310.4% | -33.8% |
| YTD | +27.7% | +297.8% | -270.1% | -26.6% |
| 1Y | -14.9% | +339.4% | -354.3% | -53.1% |
| 3Y | +33.2% | +201.7% | -168.6% | -25.8% |
| 5Y | +921.6% | +32.8% | +888.8% | +576.9% |
| 10Y | +1,672.4% | +274.8% | +1,397.6% | +695.2% |
| All | +2,065.7% | +286.3% | +1,779.4% | +723.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling