+434.9%
SMTC vs MLM
+199.9%
+235.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.1% | +8.6% |
| 7D | +12.7% | -2.9% | +15.7% | +14.6% |
| 30D | +22.0% | -6.8% | +28.8% | +26.4% |
| 3M | -12.7% | -11.2% | -1.4% | -8.2% |
| 6M | +64.8% | -21.8% | +86.6% | +86.7% |
| YTD | +100.7% | -17.0% | +117.7% | +118.3% |
| 1Y | +146.9% | -16.4% | +163.3% | +166.8% |
| 3Y | +456.8% | +14.5% | +442.3% | +411.3% |
| 5Y | +89.2% | +41.7% | +47.5% | +54.9% |
| All | +434.9% | +199.9% | +235.0% | +208.7% |
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