+54.1%
SAP vs MTUM
+114.7%
-60.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +1.1% | -2.4% | +3.5% | +1.8% |
| 3M | +26.1% | -3.6% | +29.8% | +25.4% |
| 6M | +9.8% | +23.7% | -13.9% | -7.8% |
| YTD | -13.6% | +22.9% | -36.5% | -27.5% |
| 1Y | -18.7% | +21.8% | -40.4% | -31.4% |
| 3Y | +54.1% | +114.4% | -60.3% | -19.7% |
| All | +54.1% | +114.7% | -60.6% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling