+1,049.8%
MDB vs SMTC
+282.1%
+767.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.2% | -13.3% | -7.2% |
| 7D | -17.4% | +12.7% | -30.2% | -21.1% |
| 30D | -2.0% | +22.0% | -24.0% | -10.9% |
| 3M | -3.0% | -12.7% | +9.7% | -3.8% |
| 6M | +48.7% | +64.8% | -16.1% | +11.0% |
| YTD | -12.1% | +100.7% | -112.8% | -39.5% |
| 1Y | +14.5% | +146.9% | -132.4% | -28.9% |
| 3Y | -6.1% | +456.8% | -463.0% | -69.1% |
| 5Y | -27.3% | +89.2% | -116.6% | -56.5% |
| All | +1,049.8% | +282.1% | +767.7% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling