+920.8%
MDB vs SMTC
+200.9%
+719.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.8% | -8.2% | +0.3% |
| 7D | -0.9% | -4.8% | +3.9% | -0.3% |
| 30D | -15.2% | -37.8% | +22.7% | -2.1% |
| 3M | -17.9% | -16.5% | -1.4% | -17.5% |
| 6M | +9.3% | -4.4% | +13.7% | -1.4% |
| YTD | -22.0% | +58.0% | -80.0% | -43.6% |
| 1Y | -9.3% | +62.0% | -71.3% | -35.6% |
| 3Y | -10.4% | +745.7% | -756.1% | -77.4% |
| 5Y | -43.2% | +29.0% | -72.3% | -61.9% |
| All | +920.8% | +200.9% | +719.9% | +337.2% |
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 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