+171.9%
SAP vs MTUM
+357.8%
-186.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | +1.1% | -2.4% | +3.5% | +2.5% |
| 3M | +26.1% | -3.6% | +29.8% | +25.5% |
| 6M | +9.8% | +23.7% | -13.9% | -10.6% |
| YTD | -13.6% | +22.9% | -36.5% | -29.7% |
| 1Y | -18.7% | +21.8% | -40.4% | -33.5% |
| 3Y | +54.1% | +114.4% | -60.3% | -20.2% |
| 5Y | +54.7% | +79.6% | -24.8% | -8.7% |
| All | +171.9% | +357.8% | -186.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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