+224.4%
MRK vs SMTC
+548.2%
-323.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -0.8% |
| 7D | -4.3% | +13.1% | -17.3% | -5.0% |
| 30D | +8.3% | +19.5% | -11.2% | +6.8% |
| 3M | +20.0% | +2.2% | +17.8% | +19.0% |
| 6M | +25.7% | +94.9% | -69.2% | +18.3% |
| YTD | +38.7% | +127.0% | -88.2% | +28.9% |
| 1Y | +74.7% | +174.6% | -99.9% | +59.5% |
| 3Y | +45.4% | +615.9% | -570.6% | +16.3% |
| 5Y | +129.0% | +125.6% | +3.4% | +105.3% |
| All | +224.4% | +548.2% | -323.8% | +136.8% |
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