+1,781.0%
SMH vs MLM
+206.2%
+1,574.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +2.5% | -2.9% | +5.4% | +3.8% |
| 30D | -0.5% | -6.8% | +6.4% | +2.6% |
| 3M | -9.6% | -11.2% | +1.6% | -5.6% |
| 6M | +42.1% | -21.8% | +63.9% | +57.3% |
| YTD | +57.4% | -17.0% | +74.4% | +68.6% |
| 1Y | +96.2% | -16.4% | +112.6% | +109.0% |
| 3Y | +267.9% | +14.5% | +253.5% | +237.5% |
| 5Y | +327.7% | +41.7% | +285.9% | +256.2% |
| All | +1,781.0% | +206.2% | +1,574.8% | +1,063.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling