+935.2%
MDB vs SMTC
+193.3%
+741.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +2.3% |
| 7D | -1.0% | -10.9% | +9.9% | +1.9% |
| 30D | -14.0% | -39.4% | +25.4% | +0.1% |
| 3M | -20.3% | -13.5% | -6.8% | -20.8% |
| 6M | +10.9% | -6.8% | +17.7% | +0.8% |
| YTD | -20.9% | +54.0% | -74.9% | -42.4% |
| 1Y | -11.2% | +50.8% | -62.0% | -35.2% |
| 3Y | -11.9% | +677.3% | -689.2% | -76.9% |
| 5Y | -40.2% | +28.7% | -68.9% | -60.0% |
| All | +935.2% | +193.3% | +741.9% | +347.0% |
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 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