-85.6%
SMR vs MTUM
+9.7%
-95.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -0.9% |
| 7D | -9.5% | -10.1% | +0.6% | +9.3% |
| 30D | -33.2% | -15.6% | -17.6% | -8.9% |
| 3M | -45.9% | -12.7% | -33.2% | -31.1% |
| 6M | -57.9% | -3.7% | -54.2% | -59.3% |
| YTD | -63.8% | +9.4% | -73.2% | -74.4% |
| 1Y | -85.6% | +10.2% | -95.8% | -89.8% |
| All | -85.6% | +9.7% | -95.3% | -89.8% |
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