+254.1%
MP vs SMTC
+103.3%
+150.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.7% | -7.8% | +0.6% |
| 7D | -10.5% | -19.0% | +8.5% | -4.7% |
| 30D | -23.5% | -46.7% | +23.2% | -7.0% |
| 3M | -25.4% | -23.4% | -2.0% | -22.2% |
| 6M | -51.3% | -13.4% | -37.9% | -52.5% |
| YTD | -29.9% | +40.1% | -70.0% | -43.6% |
| 1Y | -31.8% | +47.7% | -79.5% | -46.0% |
| 3Y | +127.0% | +606.9% | -479.9% | -31.8% |
| 5Y | -3.3% | +14.4% | -17.7% | -22.2% |
| All | +254.1% | +103.3% | +150.8% | +143.9% |
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 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