+1,079.5%
MPC vs SMTC
+313.7%
+765.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.7% | -14.0% | -3.6% |
| 7D | -16.2% | -19.0% | +2.8% | -13.2% |
| 30D | -15.7% | -46.7% | +31.0% | -6.3% |
| 3M | +24.9% | -23.4% | +48.3% | +27.7% |
| 6M | +52.7% | -13.4% | +66.1% | +48.4% |
| YTD | +131.9% | +40.1% | +91.8% | +98.7% |
| 1Y | +96.6% | +47.7% | +49.0% | +65.5% |
| 3Y | +163.8% | +606.9% | -443.1% | +20.2% |
| 5Y | +533.1% | +14.4% | +518.7% | +414.5% |
| All | +1,079.5% | +313.7% | +765.8% | +538.1% |
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 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