+211.3%
MCD vs SMTC
+365.8%
-154.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.8% | -11.0% | +1.2% |
| 7D | +5.9% | -4.8% | +10.8% | +5.9% |
| 30D | +19.6% | -37.8% | +57.5% | +22.1% |
| 3M | +3.3% | -16.5% | +19.7% | +3.1% |
| 6M | +3.5% | -4.4% | +7.9% | +1.3% |
| YTD | -6.1% | +58.0% | -64.1% | -12.0% |
| 1Y | -3.7% | +62.0% | -65.7% | -10.1% |
| 3Y | +13.4% | +745.7% | -732.3% | -19.4% |
| 5Y | +25.2% | +29.0% | -3.9% | +16.9% |
| 10Y | +211.3% | +351.4% | -140.1% | +129.8% |
| All | +211.3% | +365.8% | -154.5% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling