+1,371.2%
MU vs SMTC
+514.4%
+856.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.2% | -3.1% | +2.4% |
| 7D | +9.0% | +12.7% | -3.8% | +3.9% |
| 30D | +13.8% | +22.0% | -8.2% | +3.7% |
| 3M | +2.1% | -12.7% | +14.8% | +7.2% |
| 6M | +153.8% | +64.8% | +89.0% | +109.8% |
| YTD | +256.4% | +100.7% | +155.7% | +176.0% |
| 1Y | +719.8% | +146.9% | +572.9% | +491.7% |
| All | +1,371.2% | +514.4% | +856.8% | +630.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling