+132.8%
SMTC vs MULL
+1,230.7%
-1,097.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.2% | +1.1% | -2.5% |
| 7D | +11.0% | +24.5% | -13.5% | +3.9% |
| 30D | -28.5% | -35.5% | +7.0% | -19.7% |
| 3M | -14.2% | -44.8% | +30.6% | -0.2% |
| 6M | -18.0% | -45.5% | +27.5% | -13.7% |
| YTD | +55.5% | +232.5% | -177.0% | -11.9% |
| 1Y | +69.5% | +343.3% | -273.7% | -15.0% |
| All | +132.8% | +1,230.7% | -1,097.9% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling