+96.2%
SMH vs MLM
-15.9%
+112.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +2.5% | -2.9% | +5.4% | +3.3% |
| 30D | -0.5% | -6.8% | +6.4% | +1.3% |
| 3M | -9.6% | -11.2% | +1.6% | -7.3% |
| 6M | +42.1% | -21.8% | +63.9% | +50.2% |
| YTD | +57.4% | -17.0% | +74.4% | +61.3% |
| 1Y | +96.2% | -16.4% | +112.6% | +98.5% |
| All | +96.2% | -15.9% | +112.1% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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