+3,763.3%
MRK vs SMTC
+69,284.5%
-65,521.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.2% | -1.7% |
| 7D | -0.9% | +22.9% | -23.9% | -1.9% |
| 30D | +15.5% | +16.6% | -1.2% | +14.4% |
| 3M | +25.1% | +2.4% | +22.7% | +24.1% |
| 6M | +30.1% | +98.3% | -68.2% | +24.5% |
| YTD | +43.1% | +120.7% | -77.6% | +36.1% |
| 1Y | +82.5% | +168.3% | -85.8% | +71.5% |
| 3Y | +49.3% | +571.7% | -522.4% | +30.4% |
| 5Y | +130.3% | +114.0% | +16.3% | +110.3% |
| 10Y | +234.3% | +497.0% | -262.6% | +185.9% |
| All | +3,763.3% | +69,284.5% | -65,521.2% | +2,762.2% |
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