+3,183.1%
SMCI vs MOD
+337.1%
+2,846.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +4.5% |
| 7D | -12.7% | -25.5% | +12.8% | -5.0% |
| 30D | -36.0% | -49.0% | +13.0% | -21.8% |
| 3M | -2.1% | -49.8% | +47.7% | +19.9% |
| 6M | -17.0% | -64.8% | +47.7% | +13.6% |
| YTD | -1.7% | -27.6% | +25.9% | +7.9% |
| 1Y | -28.7% | -35.2% | +6.5% | -19.8% |
| 3Y | +13.9% | +137.1% | -123.3% | -9.4% |
| 5Y | +517.4% | +760.3% | -242.9% | +246.9% |
| 10Y | +1,204.3% | +938.8% | +265.5% | +477.2% |
| All | +3,183.1% | +337.1% | +2,846.1% | +1,385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling