+277.5%
MP vs SMTC
+129.4%
+148.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +12.8% | -6.2% | +2.3% |
| 7D | -1.6% | -4.8% | +3.3% | -0.8% |
| 30D | -18.2% | -37.8% | +19.6% | -5.6% |
| 3M | -26.1% | -16.5% | -9.7% | -25.2% |
| 6M | -44.0% | -4.4% | -39.6% | -47.2% |
| YTD | -25.3% | +58.0% | -83.3% | -42.3% |
| 1Y | -35.6% | +62.0% | -97.6% | -50.6% |
| 3Y | +147.1% | +745.7% | -598.6% | -31.0% |
| 5Y | -11.3% | +29.0% | -40.3% | -31.5% |
| All | +277.5% | +129.4% | +148.1% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling