-73.1%
SMR vs MTUM
+26.3%
-99.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -4.1% |
| 7D | +4.4% | +1.7% | +2.7% | +0.8% |
| 30D | +3.4% | -1.7% | +5.1% | +6.2% |
| 3M | -19.2% | -6.3% | -12.8% | -10.0% |
| 6M | -22.6% | +21.8% | -44.5% | -55.9% |
| YTD | -31.5% | +22.0% | -53.6% | -61.7% |
| 1Y | -73.1% | +25.3% | -98.4% | -85.3% |
| All | -73.1% | +26.3% | -99.4% | -85.3% |
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