+9.3%
MCD vs SMTC
+732.3%
-723.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.6% |
| 7D | -1.6% | +30.5% | -32.1% | -0.6% |
| 30D | +16.0% | -30.9% | +46.9% | +15.1% |
| 3M | 0.0% | -14.7% | +14.6% | -0.1% |
| 6M | +0.9% | -9.6% | +10.5% | +1.1% |
| YTD | -8.7% | +62.1% | -70.8% | -7.9% |
| 1Y | -8.6% | +66.6% | -75.1% | -7.7% |
| All | +9.3% | +732.3% | -723.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling