-7.0%
MDB vs SMTC
+59.8%
-66.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.0% |
| 7D | +11.6% | +30.5% | -18.9% | +8.0% |
| 30D | -8.9% | -30.9% | +21.9% | -7.2% |
| 3M | -22.4% | -14.7% | -7.7% | -22.3% |
| 6M | +10.1% | -9.6% | +19.6% | +6.8% |
| YTD | -19.0% | +62.1% | -81.1% | -32.7% |
| 1Y | -7.0% | +66.6% | -73.6% | -23.9% |
| All | -7.0% | +59.8% | -66.8% | -23.9% |
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