-7.7%
MDB vs SMTC
+70.8%
-78.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.9% | +10.8% | -0.8% |
| 7D | -16.5% | -24.5% | +8.0% | -14.4% |
| 30D | -8.6% | -42.5% | +33.9% | -5.1% |
| 3M | -13.6% | -14.1% | +0.5% | -13.4% |
| 6M | +24.1% | +3.6% | +20.5% | +15.3% |
| YTD | -21.8% | +50.6% | -72.3% | -34.4% |
| 1Y | -7.7% | +72.2% | -80.0% | -27.2% |
| All | -7.7% | +70.8% | -78.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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