-45.2%
MDB vs SMTC
+13.5%
-58.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.7% | -10.0% | -1.0% |
| 7D | -11.4% | -19.0% | +7.6% | -6.3% |
| 30D | -13.8% | -46.7% | +32.9% | +2.3% |
| 3M | -15.5% | -23.4% | +8.0% | -12.7% |
| 6M | +17.9% | -13.4% | +31.3% | +10.7% |
| YTD | -25.5% | +40.1% | -65.5% | -42.6% |
| 1Y | -12.1% | +47.7% | -59.8% | -34.0% |
| 3Y | -5.9% | +606.9% | -612.8% | -75.8% |
| All | -45.2% | +13.5% | -58.7% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling