-74.8%
MTUM vs SNY
+1.8%
-76.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | -1.2% | -75.9% | -77.1% |
| 7D | -79.0% | +8.8% | -87.8% | -78.7% |
| 30D | -80.7% | +18.6% | -99.3% | -80.1% |
| 3M | -79.8% | +9.7% | -89.4% | -79.3% |
| 6M | -78.4% | +8.2% | -86.6% | -78.0% |
| YTD | -74.9% | +2.2% | -77.1% | -74.3% |
| 1Y | -74.8% | +1.0% | -75.9% | -74.2% |
| All | -74.8% | +1.8% | -76.6% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling