-2.7%
SMCI vs MOD
+45.0%
-47.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +2.4% |
| 7D | +6.8% | +9.6% | -2.8% | +2.1% |
| 30D | +30.6% | 0.0% | +30.5% | +30.2% |
| 3M | -15.6% | -35.4% | +19.8% | +3.3% |
| 6M | +21.3% | -7.3% | +28.5% | +29.6% |
| YTD | +35.3% | +45.8% | -10.5% | +24.8% |
| 1Y | -2.7% | +43.1% | -45.9% | -10.2% |
| All | -2.7% | +45.0% | -47.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling