+57.4%
MDT vs SMTC
+698.5%
-641.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +1.8% |
| 7D | +1.0% | +11.0% | -10.0% | +1.2% |
| 30D | +9.2% | -28.5% | +37.7% | +9.1% |
| 3M | +14.5% | -14.2% | +28.7% | +14.1% |
| 6M | +37.3% | -18.0% | +55.3% | +36.6% |
| YTD | +9.8% | +55.5% | -45.7% | +6.8% |
| 1Y | +10.5% | +69.5% | -59.0% | +7.2% |
| 3Y | +57.4% | +699.7% | -642.2% | +45.1% |
| All | +57.4% | +698.5% | -641.1% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling