+327.2%
SMH vs MTUM
+78.7%
+248.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | -0.3% |
| 7D | +0.3% | +0.7% | -0.4% | -0.7% |
| 30D | -2.8% | -2.4% | -0.3% | +0.6% |
| 3M | -6.7% | -3.6% | -3.1% | -1.3% |
| 6M | +41.8% | +23.7% | +18.1% | +7.2% |
| YTD | +57.9% | +22.9% | +35.0% | +20.6% |
| 1Y | +87.6% | +21.8% | +65.9% | +45.9% |
| 3Y | +282.9% | +114.4% | +168.5% | +44.4% |
| All | +327.2% | +78.7% | +248.5% | +102.6% |
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