+295.6%
MTUM vs SWK
+32.9%
+262.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.0% | +4.0% |
| 7D | -2.8% | +10.7% | -13.5% | -5.9% |
| 30D | -16.4% | +33.3% | -49.8% | -23.7% |
| 3M | -13.4% | +14.7% | -28.0% | -17.3% |
| 6M | -11.1% | +48.5% | -59.6% | -21.7% |
| YTD | +7.3% | +63.9% | -56.6% | -9.0% |
| 1Y | +8.5% | +80.4% | -71.9% | -10.8% |
| 3Y | +89.5% | +58.1% | +31.4% | +55.1% |
| 5Y | +48.7% | -24.5% | +73.2% | +52.7% |
| 10Y | +295.6% | +29.5% | +266.1% | +219.0% |
| All | +295.6% | +32.9% | +262.7% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling