+4,524.1%
MU vs SMTC
+351.6%
+4,172.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | +0.7% |
| 7D | +21.6% | +30.5% | -8.8% | +6.5% |
| 30D | -16.2% | -30.9% | +14.6% | -0.7% |
| 3M | -12.4% | -14.7% | +2.3% | -9.1% |
| 6M | +4.2% | -9.6% | +13.8% | +5.5% |
| YTD | +180.0% | +62.1% | +117.9% | +110.4% |
| 1Y | +226.4% | +66.6% | +159.8% | +142.0% |
| 3Y | +969.7% | +718.1% | +251.6% | +176.7% |
| 5Y | +957.9% | +32.8% | +925.1% | +631.9% |
| All | +4,524.1% | +351.6% | +4,172.5% | +1,651.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling