+127.0%
MP vs SMTC
+597.8%
-470.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.7% | -7.8% | +1.7% |
| 7D | -10.5% | -19.0% | +8.5% | -6.1% |
| 30D | -23.5% | -46.7% | +23.2% | -11.4% |
| 3M | -25.4% | -23.4% | -2.0% | -22.7% |
| 6M | -51.3% | -13.4% | -37.9% | -51.7% |
| YTD | -29.9% | +40.1% | -70.0% | -39.0% |
| 1Y | -31.8% | +47.7% | -79.5% | -41.3% |
| 3Y | +127.0% | +606.9% | -479.9% | -3.9% |
| All | +127.0% | +597.8% | -470.8% | -3.9% |
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 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