-1.2%
MCD vs SMTC
+514.4%
-515.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.7% | -1.3% |
| 7D | -2.8% | +12.7% | -15.6% | -2.6% |
| 30D | -6.0% | +22.0% | -28.0% | -5.5% |
| 3M | -5.6% | -12.7% | +7.1% | -5.4% |
| 6M | -21.9% | +64.8% | -86.6% | -21.3% |
| YTD | -14.7% | +100.7% | -115.4% | -13.9% |
| 1Y | -17.3% | +146.9% | -164.2% | -16.2% |
| All | -1.2% | +514.4% | -515.7% | -3.4% |
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