-2.7%
SMCI vs MTB
+23.4%
-26.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +6.8% | +1.7% | +5.0% | +6.0% |
| 30D | +30.6% | -4.2% | +34.8% | +33.0% |
| 3M | -15.6% | +8.9% | -24.5% | -19.7% |
| 6M | +21.3% | +10.9% | +10.4% | +13.4% |
| YTD | +35.3% | +21.5% | +13.8% | +24.9% |
| 1Y | -2.7% | +21.9% | -24.6% | -13.1% |
| All | -2.7% | +23.4% | -26.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling