+380.3%
MCO vs SMTC
+548.2%
-168.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.7% |
| 7D | -3.8% | +13.1% | -16.9% | -6.0% |
| 30D | -0.4% | +19.5% | -19.9% | -4.4% |
| 3M | +7.7% | +2.2% | +5.5% | +4.4% |
| 6M | +7.0% | +94.9% | -87.9% | -11.3% |
| YTD | -6.4% | +127.0% | -133.4% | -25.5% |
| 1Y | -7.6% | +174.6% | -182.2% | -30.4% |
| 3Y | +43.2% | +615.9% | -572.7% | -28.4% |
| 5Y | +29.6% | +125.6% | -96.0% | -10.9% |
| All | +380.3% | +548.2% | -168.0% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling