+174.6%
SMTC vs MULL
+1,810.7%
-1,636.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.4% |
| 7D | +13.1% | -8.4% | +21.5% | +15.2% |
| 30D | +19.5% | +9.7% | +9.8% | +16.6% |
| 3M | +2.2% | -26.8% | +29.0% | +4.6% |
| 6M | +94.9% | +220.7% | -125.8% | +41.5% |
| YTD | +127.0% | +509.0% | -382.1% | +40.3% |
| 1Y | +174.6% | +1,739.5% | -1,564.9% | +53.0% |
| All | +174.6% | +1,810.7% | -1,636.1% | +53.0% |
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