-2.3%
MDB vs SMTC
+514.4%
-516.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.2% | -13.3% | -5.7% |
| 7D | -17.4% | +12.7% | -30.2% | -19.3% |
| 30D | -2.0% | +22.0% | -24.0% | -6.7% |
| 3M | -3.0% | -12.7% | +9.7% | -2.9% |
| 6M | +48.7% | +64.8% | -16.1% | +27.1% |
| YTD | -12.1% | +100.7% | -112.8% | -28.0% |
| 1Y | +14.5% | +146.9% | -132.4% | -11.2% |
| All | -2.3% | +514.4% | -516.7% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling