+89.0%
MGY vs SMTC
+122.8%
-33.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.4% |
| 7D | +3.5% | +13.1% | -9.5% | +2.0% |
| 30D | +5.3% | +19.5% | -14.2% | +2.6% |
| 3M | +2.6% | +2.2% | +0.4% | +1.1% |
| 6M | -3.3% | +94.9% | -98.2% | -13.9% |
| YTD | +29.2% | +127.0% | -97.7% | +11.7% |
| 1Y | +18.0% | +174.6% | -156.5% | -1.9% |
| 3Y | +30.0% | +615.9% | -585.9% | -19.3% |
| All | +89.0% | +122.8% | -33.8% | +69.7% |
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