+642.2%
MPC vs SMTC
+91.8%
+550.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.5% |
| 7D | +5.4% | +12.7% | -7.3% | +4.3% |
| 30D | +31.0% | +22.0% | +9.0% | +28.1% |
| 3M | +46.0% | -12.7% | +58.7% | +46.2% |
| 6M | +77.3% | +64.8% | +12.5% | +65.7% |
| YTD | +141.9% | +100.7% | +41.2% | +120.7% |
| 1Y | +120.9% | +146.9% | -26.0% | +95.9% |
| 3Y | +182.7% | +456.8% | -274.1% | +112.4% |
| All | +642.2% | +91.8% | +550.4% | +561.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling