+339.9%
SMTC vs MLM
+149.0%
+190.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -10.9% | -2.9% | -8.1% | -9.2% |
| 30D | -39.4% | +10.4% | -49.8% | -43.1% |
| 3M | -13.5% | -3.7% | -9.8% | -12.6% |
| 6M | -6.8% | -10.3% | +3.4% | -3.7% |
| YTD | +54.0% | -14.8% | +68.8% | +63.8% |
| 1Y | +50.8% | -13.9% | +64.7% | +59.6% |
| 3Y | +677.3% | +18.4% | +659.0% | +593.9% |
| 5Y | +28.7% | +31.8% | -3.1% | +7.4% |
| 10Y | +339.9% | +143.4% | +196.5% | +151.9% |
| All | +339.9% | +149.0% | +190.9% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling