+114.7%
SMTC vs MKC
-33.9%
+148.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -3.0% |
| 7D | +17.5% | -2.8% | +20.3% | +17.4% |
| 30D | +21.3% | -3.4% | +24.7% | +21.1% |
| 3M | +3.1% | +3.8% | -0.6% | +2.8% |
| 6M | +81.7% | -17.9% | +99.6% | +86.4% |
| YTD | +115.9% | -23.6% | +139.6% | +123.5% |
| 1Y | +157.8% | -23.1% | +180.9% | +165.8% |
| 3Y | +557.3% | -31.5% | +588.8% | +575.5% |
| 5Y | +114.7% | -33.1% | +147.7% | +127.1% |
| All | +114.7% | -33.9% | +148.6% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling