+13.9%
SMCI vs MOD
+129.2%
-115.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +3.0% |
| 7D | -12.7% | -25.5% | +12.8% | +1.8% |
| 30D | -36.0% | -49.0% | +13.0% | -7.4% |
| 3M | -2.1% | -49.8% | +47.7% | +41.5% |
| 6M | -17.0% | -64.8% | +47.7% | +46.5% |
| YTD | -1.7% | -27.6% | +25.9% | +12.6% |
| 1Y | -28.7% | -35.2% | +6.5% | -14.9% |
| 3Y | +13.9% | +137.1% | -123.3% | -54.9% |
| All | +13.9% | +129.2% | -115.3% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling