+37.3%
MDT vs SMTC
-17.9%
+55.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +1.4% |
| 7D | +1.0% | +11.0% | -10.0% | +2.5% |
| 30D | +9.2% | -28.5% | +37.7% | +6.1% |
| 3M | +14.5% | -14.2% | +28.7% | +13.8% |
| 6M | +37.3% | -18.0% | +55.3% | +36.0% |
| All | +37.3% | -17.9% | +55.2% | +36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling