+3,101.0%
MPC vs SMTC
+471.0%
+2,630.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -1.7% |
| 7D | +5.4% | +12.7% | -7.3% | +2.6% |
| 30D | +31.0% | +22.0% | +9.0% | +23.7% |
| 3M | +46.0% | -12.7% | +58.7% | +46.1% |
| 6M | +77.3% | +64.8% | +12.5% | +48.5% |
| YTD | +141.9% | +100.7% | +41.2% | +91.3% |
| 1Y | +120.9% | +146.9% | -26.0% | +63.2% |
| 3Y | +182.7% | +456.8% | -274.1% | +35.5% |
| 5Y | +646.4% | +89.2% | +557.2% | +396.0% |
| 10Y | +1,138.7% | +426.9% | +711.9% | +405.8% |
| All | +3,101.0% | +471.0% | +2,630.0% | +975.2% |
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 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