+40.4%
MXL vs SMTC
+122.8%
-82.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.1% | +2.4% | +4.4% |
| 7D | +18.9% | +13.1% | +5.8% | +10.3% |
| 30D | +0.3% | +19.5% | -19.1% | -10.8% |
| 3M | -8.0% | +2.2% | -10.3% | -7.0% |
| 6M | +341.2% | +94.9% | +246.4% | +208.7% |
| YTD | +327.8% | +127.0% | +200.9% | +173.7% |
| 1Y | +364.9% | +174.6% | +190.3% | +165.6% |
| 3Y | +229.2% | +615.9% | -386.7% | -14.5% |
| All | +40.4% | +122.8% | -82.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling