-14.4%
SMR vs MTUM
+101.3%
-115.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.3% | -17.0% | -17.8% |
| 7D | -11.2% | +0.7% | -12.0% | -12.4% |
| 30D | -10.2% | -2.4% | -7.8% | -6.8% |
| 3M | -10.0% | -3.6% | -6.4% | -4.9% |
| 6M | -30.5% | +23.7% | -54.1% | -50.4% |
| YTD | -39.2% | +22.9% | -62.1% | -55.4% |
| 1Y | -75.5% | +21.8% | -97.3% | -81.2% |
| 3Y | +45.4% | +114.4% | -69.0% | -28.5% |
| All | -14.4% | +101.3% | -115.7% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling