+328.5%
SMH vs MLM
+41.9%
+286.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.9% |
| 7D | +2.5% | -2.9% | +5.4% | +4.3% |
| 30D | -0.5% | -6.8% | +6.4% | +3.6% |
| 3M | -9.6% | -11.2% | +1.6% | -4.3% |
| 6M | +42.1% | -21.8% | +63.9% | +63.2% |
| YTD | +57.4% | -17.0% | +74.4% | +72.0% |
| 1Y | +96.2% | -16.4% | +112.6% | +112.3% |
| 3Y | +267.9% | +14.5% | +253.5% | +211.3% |
| All | +328.5% | +41.9% | +286.6% | +206.8% |
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