+1,097.4%
SMH vs MLM
+1,325.3%
-227.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +12.1% | -2.0% | +14.1% | +13.0% |
| 30D | -14.7% | +9.5% | -24.2% | -18.0% |
| 3M | -14.2% | -4.7% | -9.5% | -12.8% |
| 6M | -10.6% | -10.7% | +0.1% | -7.4% |
| YTD | +39.3% | -16.6% | +55.9% | +47.8% |
| 1Y | +41.6% | -15.4% | +56.9% | +49.3% |
| 3Y | +223.4% | +15.9% | +207.4% | +198.2% |
| 5Y | +243.5% | +27.1% | +216.3% | +204.7% |
| 10Y | +1,506.6% | +142.3% | +1,364.3% | +934.0% |
| All | +1,097.4% | +1,325.3% | -227.8% | +147.0% |
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