+19.9%
MDT vs SMTC
+70.8%
-50.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -12.9% | +19.1% | +5.1% |
| 7D | +10.7% | -24.5% | +35.2% | +8.7% |
| 30D | +19.3% | -42.5% | +61.8% | +15.7% |
| 3M | +22.8% | -14.1% | +36.9% | +21.4% |
| 6M | +36.4% | +3.6% | +32.8% | +33.0% |
| YTD | +12.1% | +50.6% | -38.5% | +7.9% |
| 1Y | +19.9% | +72.2% | -52.3% | +15.3% |
| All | +19.9% | +70.8% | -50.9% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling