+180.0%
MCD vs SMTC
+493.3%
-313.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.0% | -9.9% | -0.5% |
| 7D | -2.0% | +22.9% | -25.0% | -3.3% |
| 30D | -6.1% | +16.6% | -22.8% | -7.3% |
| 3M | -7.3% | +2.4% | -9.7% | -8.1% |
| 6M | -20.9% | +98.3% | -119.2% | -25.9% |
| YTD | -14.7% | +120.7% | -135.3% | -20.9% |
| 1Y | -16.1% | +168.3% | -184.4% | -23.8% |
| 3Y | -1.5% | +571.7% | -573.2% | -25.4% |
| 5Y | +20.4% | +114.0% | -93.6% | +7.4% |
| 10Y | +180.0% | +497.0% | -317.0% | +98.5% |
| All | +180.0% | +493.3% | -313.3% | +98.5% |
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