+307.1%
SMTC vs MLM
+185.4%
+121.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.8% | +14.6% | +13.8% |
| 7D | -19.0% | -4.1% | -14.9% | -17.1% |
| 30D | -46.7% | +8.2% | -54.9% | -49.5% |
| 3M | -23.4% | -3.6% | -19.8% | -22.8% |
| 6M | -13.4% | -15.6% | +2.1% | -7.5% |
| YTD | +40.1% | -16.4% | +56.5% | +50.3% |
| 1Y | +47.7% | -14.3% | +62.0% | +56.5% |
| 3Y | +606.9% | +19.3% | +587.6% | +529.1% |
| 5Y | +14.4% | +29.6% | -15.2% | -3.5% |
| All | +307.1% | +185.4% | +121.7% | +141.0% |
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 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