+223.3%
SMTC vs MULL
+2,366.2%
-2,142.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.3% | +6.4% | -0.4% |
| 7D | +17.5% | +3.6% | +13.9% | +16.2% |
| 30D | +21.3% | +22.0% | -0.7% | +14.5% |
| 3M | +3.1% | -8.6% | +11.8% | -0.7% |
| 6M | +81.7% | +248.5% | -166.8% | +9.3% |
| YTD | +115.9% | +516.3% | -400.3% | +4.2% |
| 1Y | +157.8% | +2,036.6% | -1,878.8% | -23.6% |
| All | +223.3% | +2,366.2% | -2,142.9% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling