+15.7%
MDT vs SMR
-53.6%
+69.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +1.9% |
| 7D | +1.0% | -8.3% | +9.3% | +1.1% |
| 30D | +9.2% | -20.1% | +29.2% | +9.3% |
| 3M | +14.5% | -52.7% | +67.2% | +15.2% |
| 6M | +37.3% | -61.0% | +98.3% | +38.3% |
| YTD | +9.8% | -67.1% | +76.9% | +10.6% |
| 1Y | +10.5% | -79.9% | +90.4% | +12.0% |
| 3Y | +57.4% | +101.7% | -44.3% | +41.6% |
| All | +15.7% | -53.6% | +69.3% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling