+699.7%
SMTC vs MKC
-21.4%
+721.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -3.7% |
| 7D | +11.0% | -3.0% | +14.0% | +10.0% |
| 30D | -28.5% | +4.8% | -33.3% | -27.3% |
| 3M | -14.2% | -12.8% | -1.4% | -15.1% |
| 6M | -18.0% | +5.0% | -23.0% | -18.0% |
| YTD | +55.5% | -29.1% | +84.6% | +61.1% |
| 1Y | +69.5% | -26.4% | +95.9% | +74.5% |
| 3Y | +699.7% | -21.6% | +721.3% | +666.1% |
| All | +699.7% | -21.4% | +721.1% | +666.1% |
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