-19.5%
MDT vs SMTC
+116.8%
-136.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | -0.3% | +22.5% | -22.8% | -1.1% |
| 30D | +2.8% | +24.9% | -22.1% | +1.7% |
| 3M | +13.1% | +4.1% | +9.0% | +12.5% |
| 6M | +2.3% | +92.6% | -90.2% | -2.3% |
| YTD | -2.7% | +122.5% | -125.2% | -8.0% |
| 1Y | +0.9% | +166.2% | -165.4% | -5.9% |
| 3Y | +26.8% | +577.2% | -550.3% | +3.9% |
| 5Y | -19.5% | +119.0% | -138.4% | -26.0% |
| All | -19.5% | +116.8% | -136.2% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling