+530.1%
SMTC vs MKC
+29.9%
+500.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +13.1% | -1.5% | +14.5% | +13.4% |
| 30D | +19.5% | -3.1% | +22.6% | +19.7% |
| 3M | +2.2% | +5.2% | -2.9% | +0.1% |
| 6M | +94.9% | -12.8% | +107.7% | +99.5% |
| YTD | +127.0% | -23.3% | +150.2% | +139.2% |
| 1Y | +174.6% | -24.1% | +198.7% | +188.9% |
| 3Y | +615.9% | -32.1% | +648.0% | +668.2% |
| 5Y | +125.6% | -32.8% | +158.4% | +135.9% |
| All | +530.1% | +29.9% | +500.3% | +476.0% |
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