+609.5%
MTUM vs SMTC
+423.6%
+185.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +4.1% | +22.5% | -18.4% | -0.7% |
| 30D | +0.6% | +24.9% | -24.2% | -5.0% |
| 3M | -0.6% | +4.1% | -4.7% | -3.2% |
| 6M | +25.3% | +92.6% | -67.2% | +5.2% |
| YTD | +23.8% | +122.5% | -98.7% | +0.3% |
| 1Y | +25.4% | +166.2% | -140.8% | -3.3% |
| 3Y | +117.3% | +577.2% | -459.9% | +18.1% |
| 5Y | +79.7% | +119.0% | -39.3% | +27.7% |
| 10Y | +359.6% | +527.9% | -168.3% | +135.7% |
| All | +609.5% | +423.6% | +185.9% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling