+265.1%
MU vs SMTC
+70.8%
+194.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -12.9% | +5.9% | +0.1% |
| 7D | -19.1% | -24.5% | +5.4% | -5.9% |
| 30D | -25.2% | -42.5% | +17.2% | -0.3% |
| 3M | -10.9% | -14.1% | +3.2% | -10.3% |
| 6M | +38.0% | +3.6% | +34.4% | +30.0% |
| YTD | +178.8% | +50.6% | +128.3% | +100.0% |
| 1Y | +265.1% | +72.2% | +192.9% | +130.5% |
| All | +265.1% | +70.8% | +194.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling