+1,487.3%
SMH vs MLM
+149.0%
+1,338.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -6.7% | -2.9% | -3.9% | -5.3% |
| 30D | -19.8% | +10.4% | -30.3% | -23.6% |
| 3M | -15.1% | -3.7% | -11.3% | -13.9% |
| 6M | -14.6% | -10.3% | -4.4% | -11.4% |
| YTD | +34.3% | -14.8% | +49.1% | +42.0% |
| 1Y | +35.2% | -13.9% | +49.1% | +42.2% |
| 3Y | +211.7% | +18.4% | +193.3% | +180.3% |
| 5Y | +240.5% | +31.8% | +208.7% | +188.1% |
| 10Y | +1,487.3% | +143.4% | +1,343.9% | +876.2% |
| All | +1,487.3% | +149.0% | +1,338.4% | +876.2% |
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