+1,007.3%
SMH vs MLM
+1,327.5%
-320.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.5% | +4.4% |
| 7D | -11.2% | -4.1% | -7.1% | -9.6% |
| 30D | -25.8% | +8.2% | -33.9% | -28.3% |
| 3M | -18.8% | -3.6% | -15.2% | -17.9% |
| 6M | -15.6% | -15.6% | -0.1% | -10.6% |
| YTD | +28.8% | -16.4% | +45.3% | +36.5% |
| 1Y | +32.6% | -14.3% | +46.9% | +39.0% |
| 3Y | +213.6% | +19.3% | +194.3% | +185.8% |
| 5Y | +222.4% | +29.6% | +192.9% | +183.9% |
| 10Y | +1,429.6% | +189.9% | +1,239.7% | +813.4% |
| All | +1,007.3% | +1,327.5% | -320.2% | +128.2% |
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 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