+3,991.8%
SMCI vs MTUM
+604.3%
+3,387.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +5.6% |
| 7D | +1.3% | +0.7% | +0.6% | +0.5% |
| 30D | +6.6% | -2.4% | +9.1% | +10.3% |
| 3M | +25.4% | -3.6% | +29.1% | +33.1% |
| 6M | +26.1% | +23.7% | +2.5% | +1.9% |
| YTD | +37.0% | +22.9% | +14.1% | +11.5% |
| 1Y | -8.8% | +21.8% | -30.5% | -24.1% |
| 3Y | +44.6% | +114.4% | -69.8% | -29.9% |
| 5Y | +995.9% | +79.6% | +916.4% | +538.9% |
| 10Y | +1,801.4% | +356.2% | +1,445.1% | +292.0% |
| All | +3,991.8% | +604.3% | +3,387.5% | +382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling