+62,999.7%
SMTC vs MTB
+8,294.1%
+54,705.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.3% |
| 7D | +12.7% | +1.7% | +11.0% | +11.8% |
| 30D | +22.0% | -4.2% | +26.2% | +24.6% |
| 3M | -12.7% | +8.9% | -21.5% | -16.6% |
| 6M | +64.8% | +10.9% | +53.9% | +55.9% |
| YTD | +100.7% | +21.5% | +79.2% | +81.3% |
| 1Y | +146.9% | +21.9% | +125.0% | +122.0% |
| 3Y | +456.8% | +109.2% | +347.6% | +292.6% |
| 5Y | +89.2% | +102.0% | -12.7% | +31.7% |
| 10Y | +426.9% | +171.9% | +254.9% | +200.4% |
| All | +62,999.7% | +8,294.1% | +54,705.7% | +6,258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling