+1,253.2%
SMH vs MLM
+1,318.2%
-65.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +2.5% | -2.9% | +5.4% | +3.7% |
| 30D | -0.5% | -6.8% | +6.4% | +2.3% |
| 3M | -9.6% | -11.2% | +1.6% | -5.9% |
| 6M | +42.1% | -21.8% | +63.9% | +55.9% |
| YTD | +57.4% | -17.0% | +74.4% | +67.8% |
| 1Y | +96.2% | -16.4% | +112.6% | +108.1% |
| 3Y | +267.9% | +14.5% | +253.5% | +241.5% |
| 5Y | +327.7% | +41.7% | +285.9% | +264.3% |
| 10Y | +1,764.6% | +200.0% | +1,564.6% | +999.4% |
| All | +1,253.2% | +1,318.2% | -65.0% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling