+216.7%
SMH vs MLM
+23.5%
+193.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.5% | +4.7% |
| 7D | -11.2% | -4.1% | -7.1% | -8.9% |
| 30D | -25.8% | +8.2% | -33.9% | -29.5% |
| 3M | -18.8% | -3.6% | -15.2% | -17.5% |
| 6M | -15.6% | -15.6% | -0.1% | -8.0% |
| YTD | +28.8% | -16.4% | +45.3% | +39.7% |
| 1Y | +32.6% | -14.3% | +46.9% | +41.3% |
| 3Y | +213.6% | +19.3% | +194.3% | +154.9% |
| All | +216.7% | +23.5% | +193.2% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling