+980.0%
SMCI vs MTUM
+78.7%
+901.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +5.0% |
| 7D | +1.3% | +0.7% | +0.6% | +0.2% |
| 30D | +6.6% | -2.4% | +9.1% | +11.4% |
| 3M | +25.4% | -3.6% | +29.1% | +34.0% |
| 6M | +26.1% | +23.7% | +2.5% | -7.9% |
| YTD | +37.0% | +22.9% | +14.1% | +0.7% |
| 1Y | -8.8% | +21.8% | -30.5% | -31.2% |
| 3Y | +44.6% | +114.4% | -69.8% | -49.1% |
| All | +980.0% | +78.7% | +901.3% | +347.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling