+33.1%
MET vs SMTC
-17.9%
+51.0%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +0.7% |
| 7D | +4.5% | +11.0% | -6.6% | +4.7% |
| 30D | +3.5% | -28.5% | +32.0% | +2.5% |
| 3M | +5.9% | -14.2% | +20.2% | +5.6% |
| 6M | +33.1% | -18.0% | +51.1% | +32.4% |
| All | +33.1% | -17.9% | +51.0% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling