+6,592.2%
MCD vs SMTC
+49,585.3%
-42,993.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.8% | -11.0% | +1.2% |
| 7D | +5.9% | -4.8% | +10.8% | +5.9% |
| 30D | +19.6% | -37.8% | +57.5% | +21.6% |
| 3M | +3.3% | -16.5% | +19.7% | +3.3% |
| 6M | +3.5% | -4.4% | +7.9% | +2.2% |
| YTD | -6.1% | +58.0% | -64.1% | -9.7% |
| 1Y | -3.7% | +62.0% | -65.7% | -7.6% |
| 3Y | +13.4% | +745.7% | -732.3% | -2.8% |
| 5Y | +25.2% | +29.0% | -3.9% | +16.6% |
| 10Y | +211.3% | +351.4% | -140.1% | +169.9% |
| All | +6,592.2% | +49,585.3% | -42,993.1% | +5,331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling