+255.6%
MXL vs SMTC
+800.4%
-544.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +10.0% | -4.0% | -0.1% |
| 7D | +15.5% | +22.9% | -7.5% | +1.5% |
| 30D | -11.3% | +16.6% | -28.0% | -20.0% |
| 3M | -16.1% | +2.4% | -18.5% | -14.8% |
| 6M | +323.0% | +98.3% | +224.8% | +187.1% |
| YTD | +281.5% | +120.7% | +160.8% | +141.7% |
| 1Y | +319.3% | +168.3% | +151.0% | +134.1% |
| 3Y | +189.4% | +571.7% | -382.3% | -27.5% |
| 5Y | +26.0% | +114.0% | -88.0% | -34.7% |
| 10Y | +243.5% | +497.0% | -253.5% | -5.2% |
| All | +255.6% | +800.4% | -544.8% | -35.9% |
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 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