+2.2%
MDT vs SMR
+1.6%
+0.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.2% |
| 7D | -1.6% | +4.7% | -6.3% | -1.6% |
| 30D | +1.0% | +3.2% | -2.2% | +1.0% |
| 3M | +15.2% | +9.9% | +5.3% | +15.0% |
| 6M | +3.7% | -15.1% | +18.8% | +3.6% |
| YTD | -3.0% | -27.9% | +25.0% | -3.0% |
| 1Y | +2.5% | -70.2% | +72.7% | +3.5% |
| 3Y | +26.5% | +72.5% | -46.0% | +15.8% |
| All | +2.2% | +1.6% | +0.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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