+8,801.5%
MDT vs SMTC
+48,791.7%
-39,990.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +2.1% |
| 7D | +1.0% | +11.0% | -10.0% | +0.3% |
| 30D | +9.2% | -28.5% | +37.7% | +10.8% |
| 3M | +14.5% | -14.2% | +28.7% | +14.1% |
| 6M | +37.3% | -18.0% | +55.3% | +36.0% |
| YTD | +9.8% | +55.5% | -45.7% | +3.4% |
| 1Y | +10.5% | +69.5% | -59.0% | +3.3% |
| 3Y | +57.4% | +699.7% | -642.2% | +26.3% |
| 5Y | +1.2% | +27.4% | -26.2% | -9.0% |
| 10Y | +63.2% | +335.7% | -272.5% | +33.0% |
| All | +8,801.5% | +48,791.7% | -39,990.2% | +5,506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling