-2.7%
SMCI vs MTUM
+26.3%
-29.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +1.2% |
| 7D | +6.8% | +1.7% | +5.1% | +3.5% |
| 30D | +30.6% | -1.7% | +32.2% | +35.2% |
| 3M | -15.6% | -6.3% | -9.2% | -4.0% |
| 6M | +21.3% | +21.8% | -0.6% | -14.4% |
| YTD | +35.3% | +22.0% | +13.2% | -7.2% |
| 1Y | -2.7% | +25.3% | -28.1% | -30.8% |
| All | -2.7% | +26.3% | -29.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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