+233.7%
SMH vs MLM
+25.7%
+208.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +4.9% | -0.9% | +5.8% | +5.5% |
| 30D | -13.8% | +9.0% | -22.8% | -18.5% |
| 3M | -17.4% | -5.6% | -11.8% | -14.9% |
| 6M | -15.0% | -10.7% | -4.3% | -10.7% |
| YTD | +35.2% | -17.2% | +52.3% | +47.4% |
| 1Y | +41.6% | -14.2% | +55.8% | +50.6% |
| 3Y | +215.6% | +15.6% | +200.0% | +162.5% |
| All | +233.7% | +25.7% | +208.0% | +150.7% |
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