+538.5%
SMCI vs MOD
+748.9%
-210.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +3.3% |
| 7D | -12.7% | -25.5% | +12.8% | +0.1% |
| 30D | -36.0% | -49.0% | +13.0% | -11.1% |
| 3M | -2.1% | -49.8% | +47.7% | +36.0% |
| 6M | -17.0% | -64.8% | +47.7% | +37.7% |
| YTD | -1.7% | -27.6% | +25.9% | +12.4% |
| 1Y | -28.7% | -35.2% | +6.5% | -15.4% |
| 3Y | +13.9% | +137.1% | -123.3% | -25.1% |
| All | +538.5% | +748.9% | -210.4% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling