+1,017.5%
MDB vs SMTC
+323.6%
+693.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -4.5% | +22.5% | -27.0% | -11.5% |
| 30D | -14.0% | +24.9% | -38.9% | -22.2% |
| 3M | +5.3% | +4.1% | +1.2% | -2.1% |
| 6M | +31.9% | +92.6% | -60.7% | -7.0% |
| YTD | -14.6% | +122.5% | -137.1% | -43.4% |
| 1Y | +8.2% | +166.2% | -158.0% | -34.6% |
| 3Y | -5.0% | +577.2% | -582.2% | -71.4% |
| 5Y | -24.5% | +119.0% | -143.5% | -57.4% |
| All | +1,017.5% | +323.6% | +693.9% | +339.0% |
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