+76.2%
MUB vs SMTC
+599.6%
-523.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.1% | +0.2% |
| 7D | +0.4% | +12.9% | -12.4% | +0.4% |
| 30D | +3.9% | -25.6% | +29.5% | +4.0% |
| 3M | -0.2% | -4.5% | +4.3% | -0.3% |
| 6M | -0.4% | -8.3% | +7.9% | -0.5% |
| YTD | +0.5% | +69.9% | -69.4% | +0.1% |
| 1Y | +0.7% | +73.9% | -73.3% | +0.2% |
| 3Y | +11.1% | +757.7% | -746.6% | +9.4% |
| 5Y | +3.7% | +38.7% | -35.0% | +2.5% |
| 10Y | +22.9% | +376.1% | -353.2% | +21.9% |
| All | +76.2% | +599.6% | -523.3% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling