+10.5%
MCD vs SMTC
+597.8%
-587.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.7% | -13.3% | -0.1% |
| 7D | +7.1% | -19.0% | +26.1% | +6.5% |
| 30D | +19.8% | -46.7% | +66.5% | +17.8% |
| 3M | +0.8% | -23.4% | +24.2% | +0.3% |
| 6M | -1.3% | -13.4% | +12.1% | -1.6% |
| YTD | -7.8% | +40.1% | -47.8% | -7.5% |
| 1Y | -5.0% | +47.7% | -52.6% | -4.6% |
| 3Y | +10.5% | +606.9% | -596.4% | +5.1% |
| All | +10.5% | +597.8% | -587.3% | +5.1% |
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