+49.6%
MTUM vs SUI
-26.5%
+76.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -4.1% | +3.4% | -7.5% | -4.7% |
| 30D | -16.6% | +4.6% | -21.2% | -17.4% |
| 3M | -13.0% | +1.6% | -14.6% | -13.4% |
| 6M | -11.3% | -3.5% | -7.8% | -11.2% |
| YTD | +7.1% | -1.0% | +8.1% | +6.4% |
| 1Y | +6.4% | -1.7% | +8.1% | +5.9% |
| 3Y | +85.9% | +18.4% | +67.5% | +71.6% |
| All | +49.6% | -26.5% | +76.1% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling