+195.2%
MCD vs SMTC
+351.6%
-156.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.2% |
| 7D | -1.6% | +30.5% | -32.1% | -3.0% |
| 30D | +16.0% | -30.9% | +46.9% | +17.8% |
| 3M | 0.0% | -14.7% | +14.6% | -0.3% |
| 6M | +0.9% | -9.6% | +10.5% | -0.7% |
| YTD | -8.7% | +62.1% | -70.8% | -14.6% |
| 1Y | -8.6% | +66.6% | -75.1% | -14.8% |
| 3Y | +9.9% | +718.1% | -708.2% | -21.4% |
| 5Y | +22.6% | +32.8% | -10.2% | +14.3% |
| All | +195.2% | +351.6% | -156.3% | +113.2% |
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