+349.5%
MTUM vs SM
+23.0%
+326.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | +4.6% | -3.8% | +0.4% |
| 30D | -2.4% | +18.2% | -20.7% | -3.7% |
| 3M | -3.6% | +22.5% | -26.2% | -5.4% |
| 6M | +23.7% | +50.6% | -26.9% | +18.9% |
| YTD | +22.9% | +108.1% | -85.2% | +14.9% |
| 1Y | +21.8% | +46.0% | -24.2% | +16.8% |
| 3Y | +114.4% | +2.9% | +111.6% | +108.5% |
| 5Y | +79.6% | +112.6% | -33.0% | +64.4% |
| All | +349.5% | +23.0% | +326.5% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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