+101.7%
MPC vs SMTC
+53.1%
+48.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | 0.0% |
| 7D | -8.8% | -10.9% | +2.1% | -8.7% |
| 30D | -14.4% | -39.4% | +25.0% | -14.0% |
| 3M | +21.9% | -13.5% | +35.5% | +22.6% |
| 6M | +60.1% | -6.8% | +67.0% | +62.8% |
| YTD | +142.3% | +54.0% | +88.3% | +156.2% |
| 1Y | +101.7% | +50.8% | +50.9% | +114.4% |
| All | +101.7% | +53.1% | +48.6% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling