+82.3%
MET vs SMTC
+116.8%
-34.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -0.8% | +22.5% | -23.2% | -2.9% |
| 30D | -1.4% | +24.9% | -26.3% | -4.1% |
| 3M | +12.5% | +4.1% | +8.4% | +10.6% |
| 6M | +37.1% | +92.6% | -55.5% | +23.6% |
| YTD | +23.8% | +122.5% | -98.7% | +9.3% |
| 1Y | +24.1% | +166.2% | -142.1% | +6.4% |
| 3Y | +65.2% | +577.2% | -512.0% | +14.4% |
| 5Y | +82.3% | +119.0% | -36.7% | +49.1% |
| All | +82.3% | +116.8% | -34.5% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling