-8.6%
MCD vs SMTC
+59.8%
-68.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.7% |
| 7D | -1.6% | +30.5% | -32.1% | +0.3% |
| 30D | +16.0% | -30.9% | +46.9% | +14.1% |
| 3M | 0.0% | -14.7% | +14.6% | -0.2% |
| 6M | +0.9% | -9.6% | +10.5% | +0.4% |
| YTD | -8.7% | +62.1% | -70.8% | -9.0% |
| 1Y | -8.6% | +66.6% | -75.1% | -9.3% |
| All | -8.6% | +59.8% | -68.4% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling