+153.3%
MP vs SMTC
+463.0%
-309.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | -1.0% |
| 7D | -2.9% | +12.7% | -15.6% | -6.0% |
| 30D | +13.8% | +22.0% | -8.2% | +6.6% |
| 3M | -16.7% | -12.7% | -4.0% | -15.6% |
| 6M | -11.5% | +64.8% | -76.3% | -24.8% |
| YTD | +7.9% | +100.7% | -92.8% | -12.8% |
| 1Y | -15.0% | +146.9% | -161.9% | -35.1% |
| All | +153.3% | +463.0% | -309.7% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling