+942.1%
MDB vs SMTC
+196.1%
+746.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -0.3% |
| 7D | +6.8% | +11.0% | -4.2% | +2.7% |
| 30D | -6.2% | -28.5% | +22.3% | +3.3% |
| 3M | -29.2% | -14.2% | -15.0% | -29.4% |
| 6M | +10.3% | -18.0% | +28.3% | +5.9% |
| YTD | -20.4% | +55.5% | -75.9% | -42.3% |
| 1Y | -4.8% | +69.5% | -74.4% | -33.8% |
| 3Y | -11.6% | +699.7% | -711.2% | -77.2% |
| 5Y | -41.0% | +27.4% | -68.4% | -60.4% |
| All | +942.1% | +196.1% | +746.0% | +347.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling