+530.1%
SMTC vs MDY
+177.2%
+353.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +3.9% |
| 7D | +13.1% | -1.9% | +14.9% | +16.2% |
| 30D | +19.5% | -4.6% | +24.1% | +28.6% |
| 3M | +2.2% | -1.2% | +3.5% | +6.0% |
| 6M | +94.9% | +9.2% | +85.7% | +77.7% |
| YTD | +127.0% | +13.1% | +113.9% | +97.8% |
| 1Y | +174.6% | +13.0% | +161.6% | +140.7% |
| 3Y | +615.9% | +49.2% | +566.7% | +369.9% |
| 5Y | +125.6% | +47.2% | +78.4% | +55.0% |
| All | +530.1% | +177.2% | +353.0% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling