+116.0%
MTUM vs SN
+368.4%
-252.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.9% |
| 7D | +4.1% | -3.4% | +7.5% | +4.9% |
| 30D | +0.6% | -9.1% | +9.7% | +2.7% |
| 3M | -0.6% | +31.8% | -32.4% | -7.3% |
| 6M | +25.3% | +52.0% | -26.7% | +12.4% |
| YTD | +23.8% | +51.3% | -27.5% | +10.9% |
| 1Y | +25.4% | +46.9% | -21.5% | +12.7% |
| All | +116.0% | +368.4% | -252.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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