+144.0%
MP vs SMTC
+709.5%
-565.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.0% | -7.0% | +0.4% |
| 7D | -3.6% | -10.9% | +7.3% | -1.3% |
| 30D | -21.0% | -39.4% | +18.4% | -11.4% |
| 3M | -33.3% | -13.5% | -19.8% | -33.0% |
| 6M | -45.9% | -6.8% | -39.1% | -47.5% |
| YTD | -27.8% | +54.0% | -81.8% | -38.8% |
| 1Y | -43.2% | +50.8% | -94.0% | -51.6% |
| 3Y | +144.0% | +677.3% | -533.3% | +5.1% |
| All | +144.0% | +709.5% | -565.4% | +5.1% |
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