+267.3%
MP vs SMTC
+146.6%
+120.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | -2.8% |
| 7D | +2.3% | +12.9% | -10.6% | -2.6% |
| 30D | -15.3% | -25.6% | +10.3% | -8.2% |
| 3M | -33.5% | -4.5% | -29.0% | -35.7% |
| 6M | -45.5% | -8.3% | -37.2% | -47.7% |
| YTD | -27.3% | +69.9% | -97.2% | -45.3% |
| 1Y | -40.7% | +73.9% | -114.6% | -55.8% |
| 3Y | +145.9% | +757.7% | -611.8% | -30.9% |
| 5Y | -13.9% | +38.7% | -52.6% | -35.4% |
| All | +267.3% | +146.6% | +120.7% | +136.4% |
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