+210.8%
MGY vs SMTC
+354.8%
-143.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +1.5% | +22.5% | -21.0% | -2.9% |
| 30D | +6.8% | +24.9% | -18.0% | +1.1% |
| 3M | +2.6% | +4.1% | -1.5% | -1.0% |
| 6M | -3.1% | +92.6% | -95.7% | -21.1% |
| YTD | +29.4% | +122.5% | -93.1% | +0.7% |
| 1Y | +22.3% | +166.2% | -143.9% | -10.5% |
| 3Y | +26.6% | +577.2% | -550.6% | -42.3% |
| 5Y | +92.1% | +119.0% | -26.9% | +28.2% |
| All | +210.8% | +354.8% | -143.9% | +64.2% |
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 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