+14.0%
SMTC vs MLM
+23.5%
-9.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.8% | +14.6% | +14.0% |
| 7D | -19.0% | -4.1% | -14.9% | -16.6% |
| 30D | -46.7% | +8.2% | -54.9% | -50.2% |
| 3M | -23.4% | -3.6% | -19.8% | -22.5% |
| 6M | -13.4% | -15.6% | +2.1% | -5.3% |
| YTD | +40.1% | -16.4% | +56.5% | +53.1% |
| 1Y | +47.7% | -14.3% | +62.0% | +58.4% |
| 3Y | +606.9% | +19.3% | +587.6% | +475.2% |
| All | +14.0% | +23.5% | -9.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling