+349.5%
MTUM vs SMTC
+548.2%
-198.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.1% |
| 7D | +0.7% | +13.1% | -12.4% | -2.2% |
| 30D | -2.4% | +19.5% | -21.9% | -7.0% |
| 3M | -3.6% | +2.2% | -5.9% | -5.8% |
| 6M | +23.7% | +94.9% | -71.2% | +3.3% |
| YTD | +22.9% | +127.0% | -104.0% | -1.2% |
| 1Y | +21.8% | +174.6% | -152.8% | -7.0% |
| 3Y | +114.4% | +615.9% | -501.5% | +13.4% |
| 5Y | +79.6% | +125.6% | -46.0% | +28.1% |
| All | +349.5% | +548.2% | -198.7% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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