+599.3%
MTUM vs SWK
+79.4%
+519.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +1.7% | -0.4% | +2.2% | +1.8% |
| 30D | -1.7% | -5.7% | +4.1% | +0.1% |
| 3M | -6.3% | +24.1% | -30.4% | -12.7% |
| 6M | +21.8% | +24.7% | -2.9% | +13.0% |
| YTD | +22.0% | +33.9% | -11.9% | +10.2% |
| 1Y | +25.3% | +34.7% | -9.3% | +12.4% |
| 3Y | +112.1% | +15.3% | +96.9% | +91.5% |
| 5Y | +76.2% | -39.3% | +115.5% | +93.4% |
| 10Y | +340.1% | +2.5% | +337.7% | +262.7% |
| All | +599.3% | +79.4% | +519.9% | +370.6% |
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