+5,778.3%
MU vs SMTC
+493.3%
+5,285.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.0% | -11.6% | -6.5% |
| 7D | +7.2% | +22.9% | -15.8% | -3.6% |
| 30D | +14.0% | +16.6% | -2.7% | +3.9% |
| 3M | +5.4% | +2.4% | +3.0% | +3.1% |
| 6M | +170.3% | +98.3% | +72.0% | +87.8% |
| YTD | +250.7% | +120.7% | +130.0% | +131.9% |
| 1Y | +662.1% | +168.3% | +493.8% | +355.0% |
| 3Y | +1,341.2% | +571.7% | +769.5% | +316.3% |
| 5Y | +1,319.3% | +114.0% | +1,205.3% | +669.2% |
| 10Y | +5,778.3% | +497.0% | +5,281.3% | +1,637.4% |
| All | +5,778.3% | +493.3% | +5,285.0% | +1,637.4% |
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