+340.7%
SMTC vs MKC
+25.8%
+314.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.2% |
| 7D | +11.0% | -3.0% | +14.0% | +11.4% |
| 30D | -28.5% | +4.8% | -33.3% | -29.4% |
| 3M | -14.2% | -12.8% | -1.4% | -12.9% |
| 6M | -18.0% | +5.0% | -23.0% | -20.8% |
| YTD | +55.5% | -29.1% | +84.6% | +65.1% |
| 1Y | +69.5% | -26.4% | +95.9% | +77.8% |
| 3Y | +699.7% | -21.6% | +721.3% | +705.3% |
| 5Y | +27.4% | -35.2% | +62.7% | +32.1% |
| All | +340.7% | +25.8% | +314.9% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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