+950.8%
MU vs SMTC
+698.5%
+252.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -0.8% |
| 7D | +12.8% | +11.0% | +1.8% | +7.8% |
| 30D | -14.9% | -28.5% | +13.6% | -2.6% |
| 3M | -18.0% | -14.2% | -3.8% | -15.1% |
| 6M | -3.1% | -18.0% | +14.9% | +2.8% |
| YTD | +172.9% | +55.5% | +117.4% | +125.7% |
| 1Y | +228.8% | +69.5% | +159.3% | +163.8% |
| 3Y | +950.8% | +699.7% | +251.2% | +372.9% |
| All | +950.8% | +698.5% | +252.3% | +372.9% |
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