+376.1%
SMTC vs MLM
+140.5%
+235.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +10.8% |
| 7D | +12.9% | -5.8% | +18.7% | +17.2% |
| 30D | -25.6% | +9.8% | -35.4% | -30.0% |
| 3M | -4.5% | -5.2% | +0.6% | -2.7% |
| 6M | -8.3% | -10.3% | +2.0% | -5.2% |
| YTD | +69.9% | -15.5% | +85.4% | +81.5% |
| 1Y | +73.9% | -15.0% | +89.0% | +85.5% |
| 3Y | +757.7% | +17.5% | +740.2% | +668.5% |
| 5Y | +38.7% | +30.5% | +8.2% | +16.3% |
| 10Y | +376.1% | +145.5% | +230.6% | +174.4% |
| All | +376.1% | +140.5% | +235.6% | +174.4% |
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