+37.3%
MDT vs SMR
-61.3%
+98.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +1.6% |
| 7D | +1.0% | -8.3% | +9.3% | +0.4% |
| 30D | +9.2% | -20.1% | +29.2% | +7.7% |
| 3M | +14.5% | -52.7% | +67.2% | +8.7% |
| 6M | +37.3% | -61.0% | +98.3% | +29.6% |
| All | +37.3% | -61.3% | +98.6% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling