-20.7%
MDLN vs SMTC
+133.5%
-154.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | +0.6% |
| 7D | -11.1% | +13.1% | -24.2% | -10.6% |
| 30D | -8.4% | +19.5% | -27.8% | -7.5% |
| 3M | -12.4% | +2.2% | -14.6% | -11.6% |
| 6M | -23.3% | +94.9% | -118.1% | -25.9% |
| YTD | -22.5% | +127.0% | -149.5% | -23.3% |
| All | -20.7% | +133.5% | -154.2% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling