+146.9%
SMTC vs MULL
+3,061.6%
-2,914.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +11.8% | -2.6% | +6.5% |
| 7D | +12.7% | +17.3% | -4.6% | +8.6% |
| 30D | +22.0% | +23.5% | -1.5% | +16.1% |
| 3M | -12.7% | -24.0% | +11.3% | -12.3% |
| 6M | +64.8% | +276.7% | -212.0% | +16.5% |
| YTD | +100.7% | +565.1% | -464.4% | +24.0% |
| 1Y | +146.9% | +2,802.6% | -2,655.7% | +41.8% |
| All | +146.9% | +3,061.6% | -2,914.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling