+58.0%
MRK vs SMTC
+698.5%
-640.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.6% |
| 7D | +0.7% | +11.0% | -10.3% | +0.5% |
| 30D | +0.3% | -28.5% | +28.8% | +0.7% |
| 3M | +9.7% | -14.2% | +23.9% | +9.5% |
| 6M | +32.0% | -18.0% | +50.0% | +31.3% |
| YTD | +43.3% | +55.5% | -12.2% | +38.8% |
| 1Y | +63.7% | +69.5% | -5.9% | +57.9% |
| 3Y | +58.0% | +699.7% | -641.6% | +51.0% |
| All | +58.0% | +698.5% | -640.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling