+609.5%
MTUM vs SAN
+280.2%
+329.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +0.6% | -0.1% | +0.7% | +0.6% |
| 3M | -0.6% | +19.6% | -20.3% | -5.4% |
| 6M | +25.3% | +32.7% | -7.3% | +16.0% |
| YTD | +23.8% | +26.7% | -2.9% | +15.6% |
| 1Y | +25.4% | +51.6% | -26.3% | +11.6% |
| 3Y | +117.3% | +348.7% | -231.5% | +44.6% |
| 5Y | +79.7% | +378.7% | -299.1% | +14.5% |
| 10Y | +359.6% | +336.9% | +22.7% | +183.0% |
| All | +609.5% | +280.2% | +329.3% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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