+513.5%
MTUM vs SWK
+116.5%
+397.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -4.1% | +11.3% | -15.4% | -7.4% |
| 30D | -16.6% | +31.5% | -48.1% | -23.7% |
| 3M | -13.0% | +14.4% | -27.4% | -17.0% |
| 6M | -11.3% | +46.4% | -57.7% | -21.9% |
| YTD | +7.1% | +61.6% | -54.5% | -9.2% |
| 1Y | +6.4% | +78.7% | -72.4% | -12.8% |
| 3Y | +85.9% | +54.4% | +31.5% | +52.4% |
| 5Y | +50.0% | -25.3% | +75.3% | +53.7% |
| 10Y | +299.9% | +22.4% | +277.5% | +210.8% |
| All | +513.5% | +116.5% | +397.1% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling