+1,209.8%
MET vs SMTC
+400.3%
+809.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -3.7% |
| 7D | +1.2% | +12.7% | -11.6% | -1.6% |
| 30D | +1.4% | +22.0% | -20.6% | -4.1% |
| 3M | +17.7% | -12.7% | +30.4% | +17.3% |
| 6M | +35.0% | +64.8% | -29.8% | +13.9% |
| YTD | +26.3% | +100.7% | -74.4% | +1.1% |
| 1Y | +22.8% | +146.9% | -124.1% | -7.7% |
| 3Y | +65.9% | +456.8% | -390.9% | -12.2% |
| 5Y | +85.4% | +89.2% | -3.9% | +23.2% |
| 10Y | +253.7% | +426.9% | -173.2% | +69.5% |
| All | +1,209.8% | +400.3% | +809.5% | +404.9% |
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