+0.4%
MDT vs SMR
-70.9%
+71.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | -0.4% |
| 7D | -1.6% | +4.7% | -6.3% | -1.5% |
| 30D | +1.0% | +3.2% | -2.2% | +1.2% |
| 3M | +15.2% | +9.9% | +5.3% | +15.7% |
| 6M | +3.7% | -15.1% | +18.8% | +3.6% |
| YTD | -3.0% | -27.9% | +25.0% | -2.9% |
| All | +0.4% | -70.9% | +71.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling