+466.9%
MTUM vs SYF
+333.7%
+133.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | +4.1% | +2.6% | +1.5% | +3.3% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | -1.9% | +11.9% | -13.8% | -5.3% |
| 6M | +28.1% | +18.9% | +9.2% | +21.4% |
| YTD | +23.6% | -4.6% | +28.2% | +24.0% |
| 1Y | +26.1% | +6.4% | +19.8% | +22.5% |
| 3Y | +116.8% | +167.2% | -50.3% | +59.6% |
| 5Y | +80.0% | +92.3% | -12.3% | +40.8% |
| 10Y | +346.4% | +263.2% | +83.2% | +168.0% |
| All | +466.9% | +333.7% | +133.2% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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