+77.3%
MTUM vs SM
+108.0%
-30.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +1.2% | +2.1% | -0.9% | +0.9% |
| 30D | -1.7% | +18.1% | -19.8% | -3.9% |
| 3M | -0.5% | +17.0% | -17.5% | -3.0% |
| 6M | +22.3% | +55.4% | -33.1% | +12.9% |
| YTD | +21.4% | +108.6% | -87.2% | +6.1% |
| 1Y | +20.0% | +45.7% | -25.6% | +11.1% |
| 3Y | +113.0% | -0.3% | +113.3% | +102.6% |
| 5Y | +77.3% | +113.0% | -35.8% | +41.5% |
| All | +77.3% | +108.0% | -30.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling