+38.7%
SMTC vs MTB
+65.0%
-26.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.5% |
| 7D | +12.9% | -2.0% | +14.8% | +14.6% |
| 30D | -25.6% | +0.1% | -25.7% | -25.7% |
| 3M | -4.5% | -12.1% | +7.6% | +3.1% |
| 6M | -8.3% | +7.3% | -15.6% | -13.5% |
| YTD | +69.9% | +11.5% | +58.4% | +55.4% |
| 1Y | +73.9% | +21.3% | +52.6% | +50.2% |
| 3Y | +757.7% | +104.1% | +653.5% | +456.6% |
| 5Y | +38.7% | +61.8% | -23.1% | -0.3% |
| All | +38.7% | +65.0% | -26.3% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling