+80.0%
MTUM vs SWK
-38.5%
+118.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -0.2% | -8.9% | +8.7% | +2.0% |
| 3M | -1.9% | +20.5% | -22.4% | -6.4% |
| 6M | +28.1% | +27.1% | +1.0% | +20.4% |
| YTD | +23.6% | +30.2% | -6.6% | +15.2% |
| 1Y | +26.1% | +24.8% | +1.4% | +18.3% |
| 3Y | +116.8% | +16.3% | +100.5% | +99.3% |
| 5Y | +80.0% | -40.1% | +120.1% | +105.0% |
| All | +80.0% | -38.5% | +118.5% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling