+116.8%
MTUM vs SUI
+12.1%
+104.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +4.1% | -3.1% | +7.2% | +4.3% |
| 30D | -0.2% | -2.3% | +2.1% | -0.1% |
| 3M | -1.9% | -2.8% | +0.9% | -2.0% |
| 6M | +28.1% | -12.4% | +40.5% | +29.7% |
| YTD | +23.6% | -3.3% | +26.9% | +23.5% |
| 1Y | +26.1% | -5.8% | +31.9% | +26.4% |
| 3Y | +116.8% | +12.5% | +104.4% | +111.1% |
| All | +116.8% | +12.1% | +104.8% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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