+7,983.2%
MDT vs SMTC
+62,999.7%
-55,016.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | +0.5% |
| 7D | +3.2% | +12.7% | -9.5% | +2.4% |
| 30D | +9.5% | +22.0% | -12.5% | +7.7% |
| 3M | +16.0% | -12.7% | +28.6% | +15.9% |
| 6M | +0.2% | +64.8% | -64.6% | -4.8% |
| YTD | -0.3% | +100.7% | -101.0% | -6.7% |
| 1Y | +4.7% | +146.9% | -142.2% | -3.8% |
| 3Y | +26.5% | +456.8% | -430.3% | +5.1% |
| 5Y | -18.2% | +89.2% | -107.4% | -27.6% |
| 10Y | +40.0% | +426.9% | -386.8% | +13.8% |
| All | +7,983.2% | +62,999.7% | -55,016.5% | +4,959.7% |
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