+359.6%
MTUM vs SWK
-0.7%
+360.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | +4.1% | -4.6% | +8.7% | +5.6% |
| 30D | +0.6% | -9.9% | +10.5% | +3.8% |
| 3M | -0.6% | +15.4% | -16.1% | -5.2% |
| 6M | +25.3% | +25.0% | +0.4% | +16.4% |
| YTD | +23.8% | +27.2% | -3.4% | +13.9% |
| 1Y | +25.4% | +24.6% | +0.8% | +15.4% |
| 3Y | +117.3% | +13.7% | +103.6% | +97.3% |
| 5Y | +79.7% | -41.5% | +121.2% | +99.9% |
| 10Y | +359.6% | +0.7% | +358.9% | +291.9% |
| All | +359.6% | -0.7% | +360.3% | +291.9% |
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