+64.9%
MET vs SMTC
+556.3%
-491.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.0% | -12.1% | -3.0% |
| 7D | +1.1% | +22.9% | -21.8% | -0.6% |
| 30D | -2.3% | +16.6% | -19.0% | -3.9% |
| 3M | +13.9% | +2.4% | +11.5% | +12.6% |
| 6M | +34.8% | +98.3% | -63.5% | +23.3% |
| YTD | +23.5% | +120.7% | -97.1% | +11.5% |
| 1Y | +23.4% | +168.3% | -144.9% | +8.4% |
| 3Y | +64.9% | +571.7% | -506.8% | +24.2% |
| All | +64.9% | +556.3% | -491.4% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling