+237.4%
MP vs SMTC
+80.3%
+157.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -17.5% | +11.5% | -0.1% |
| 7D | -19.0% | -35.0% | +16.0% | -6.9% |
| 30D | -30.5% | -53.6% | +23.1% | -11.3% |
| 3M | -29.6% | -24.5% | -5.1% | -26.4% |
| 6M | -50.4% | -19.0% | -31.4% | -50.5% |
| YTD | -33.2% | +24.2% | -57.4% | -43.9% |
| 1Y | -38.6% | +35.6% | -74.2% | -49.9% |
| 3Y | +105.5% | +521.9% | -416.4% | -35.4% |
| 5Y | -7.8% | +1.5% | -9.3% | -22.7% |
| All | +237.4% | +80.3% | +157.1% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling