+36,516.0%
SMTC vs MLM
+3,039.4%
+33,476.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.2% | -12.3% | -15.3% |
| 7D | -35.0% | -1.2% | -33.8% | -34.6% |
| 30D | -53.6% | +7.9% | -61.5% | -55.3% |
| 3M | -24.5% | -4.5% | -20.0% | -23.8% |
| 6M | -19.0% | -12.6% | -6.3% | -15.9% |
| YTD | +24.2% | -14.9% | +39.1% | +30.4% |
| 1Y | +35.6% | -13.1% | +48.7% | +41.2% |
| 3Y | +521.9% | +21.2% | +500.6% | +469.3% |
| 5Y | +1.5% | +32.0% | -30.6% | -10.2% |
| 10Y | +274.7% | +195.3% | +79.4% | +129.2% |
| All | +36,516.0% | +3,039.4% | +33,476.6% | +8,340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling