+302.4%
MXL vs SMTC
+548.2%
-245.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.1% | +2.4% | +4.3% |
| 7D | +18.9% | +13.1% | +5.8% | +10.0% |
| 30D | +0.3% | +19.5% | -19.1% | -11.3% |
| 3M | -8.0% | +2.2% | -10.3% | -6.9% |
| 6M | +341.2% | +94.9% | +246.4% | +199.9% |
| YTD | +327.8% | +127.0% | +200.9% | +163.5% |
| 1Y | +364.9% | +174.6% | +190.3% | +152.4% |
| 3Y | +229.2% | +615.9% | -386.7% | -25.2% |
| 5Y | +42.8% | +125.6% | -82.8% | -27.2% |
| All | +302.4% | +548.2% | -245.8% | +17.3% |
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