+601.8%
SMTC vs MKC
-31.2%
+633.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.7% |
| 7D | +22.5% | -4.3% | +26.8% | +22.0% |
| 30D | +24.9% | -3.1% | +28.0% | +24.5% |
| 3M | +4.1% | +6.8% | -2.7% | +4.0% |
| 6M | +92.6% | -18.3% | +110.9% | +99.6% |
| YTD | +122.5% | -23.1% | +145.5% | +132.9% |
| 1Y | +166.2% | -23.7% | +189.9% | +178.9% |
| All | +601.8% | -31.2% | +633.0% | +690.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling