+243.8%
MET vs SMTC
+548.2%
-304.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.6% |
| 7D | -0.5% | +13.1% | -13.6% | -2.9% |
| 30D | +0.5% | +19.5% | -19.0% | -3.6% |
| 3M | +11.6% | +2.2% | +9.4% | +8.3% |
| 6M | +40.8% | +94.9% | -54.1% | +17.3% |
| YTD | +25.7% | +127.0% | -101.3% | +0.7% |
| 1Y | +24.4% | +174.6% | -150.2% | -5.6% |
| 3Y | +67.5% | +615.9% | -548.5% | -14.6% |
| 5Y | +85.8% | +125.6% | -39.8% | +29.1% |
| All | +243.8% | +548.2% | -304.4% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling