+114.4%
MTUM vs SBAC
-9.4%
+123.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.3% |
| 7D | +0.7% | -2.1% | +2.8% | +0.7% |
| 30D | -2.4% | +2.0% | -4.4% | -2.4% |
| 3M | -3.6% | -8.3% | +4.7% | -3.4% |
| 6M | +23.7% | +0.3% | +23.3% | +23.6% |
| YTD | +22.9% | -2.2% | +25.1% | +22.9% |
| 1Y | +21.8% | -4.6% | +26.4% | +21.9% |
| 3Y | +114.4% | -8.3% | +122.7% | +115.2% |
| All | +114.4% | -9.4% | +123.8% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling