+1,106.2%
MPC vs SMTC
+365.8%
+740.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.8% | -8.2% | +2.2% |
| 7D | -9.4% | -4.8% | -4.6% | -9.0% |
| 30D | -14.3% | -37.8% | +23.5% | -7.5% |
| 3M | +31.1% | -16.5% | +47.6% | +31.9% |
| 6M | +60.3% | -4.4% | +64.7% | +52.9% |
| YTD | +142.5% | +58.0% | +84.5% | +103.1% |
| 1Y | +104.6% | +62.0% | +42.6% | +69.3% |
| 3Y | +191.7% | +745.7% | -554.0% | +27.6% |
| 5Y | +549.2% | +29.0% | +520.2% | +415.6% |
| 10Y | +1,106.2% | +351.4% | +754.9% | +539.2% |
| All | +1,106.2% | +365.8% | +740.4% | +539.2% |
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