+205.9%
MCD vs SMTC
+382.5%
-176.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.3% | -12.9% | -3.1% |
| 7D | -1.9% | +12.9% | -14.8% | -2.7% |
| 30D | +16.6% | -25.6% | +42.2% | +17.9% |
| 3M | +0.9% | -4.5% | +5.5% | +0.1% |
| 6M | +1.5% | -8.3% | +9.8% | -0.1% |
| YTD | -8.3% | +69.9% | -78.3% | -14.4% |
| 1Y | -8.1% | +73.9% | -82.1% | -14.6% |
| 3Y | +10.3% | +757.7% | -747.3% | -21.2% |
| 5Y | +23.4% | +38.7% | -15.3% | +14.8% |
| 10Y | +205.9% | +376.1% | -170.2% | +125.3% |
| All | +205.9% | +382.5% | -176.6% | +125.3% |
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