+7,285.9%
MCO vs SMTC
+53,705.9%
-46,419.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -3.1% | +22.5% | -25.6% | -6.0% |
| 30D | -0.5% | +24.9% | -25.4% | -4.3% |
| 3M | +5.7% | +4.1% | +1.6% | +2.7% |
| 6M | +3.0% | +92.6% | -89.5% | -9.9% |
| YTD | -6.5% | +122.5% | -129.0% | -20.3% |
| 1Y | -5.8% | +166.2% | -172.0% | -22.5% |
| 3Y | +43.1% | +577.2% | -534.0% | -6.1% |
| 5Y | +29.5% | +119.0% | -89.5% | -1.5% |
| 10Y | +388.8% | +527.9% | -139.1% | +212.6% |
| All | +7,285.9% | +53,705.9% | -46,419.9% | +4,143.9% |
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