+7.5%
SMR vs MTUM
+102.8%
-95.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.6% |
| 7D | +13.1% | +4.1% | +9.0% | +6.0% |
| 30D | +17.8% | +0.6% | +17.1% | +16.3% |
| 3M | +8.1% | -0.6% | +8.7% | +8.8% |
| 6M | -11.1% | +25.3% | -36.4% | -37.7% |
| YTD | -23.7% | +23.8% | -47.5% | -44.5% |
| 1Y | -69.4% | +25.4% | -94.8% | -77.5% |
| 3Y | +82.6% | +117.3% | -34.7% | -11.2% |
| All | +7.5% | +102.8% | -95.3% | -49.8% |
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 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