+233.1%
SMTC vs MULL
+2,620.5%
-2,387.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.7% |
| 7D | +22.5% | +14.8% | +7.7% | +17.9% |
| 30D | +24.9% | +36.6% | -11.7% | +14.5% |
| 3M | +4.1% | -8.9% | +13.0% | 0.0% |
| 6M | +92.6% | +311.9% | -219.4% | +10.5% |
| YTD | +122.5% | +579.8% | -457.4% | +4.6% |
| 1Y | +166.2% | +2,421.5% | -2,255.3% | -25.0% |
| All | +233.1% | +2,620.5% | -2,387.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling