+237.6%
SAP vs MTUM
+608.1%
-370.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -2.5% |
| 7D | -0.3% | +4.1% | -4.4% | -2.9% |
| 30D | +2.6% | -0.2% | +2.8% | +2.4% |
| 3M | +16.3% | -1.9% | +18.2% | +14.0% |
| 6M | +6.4% | +28.1% | -21.7% | -15.7% |
| YTD | -11.4% | +23.6% | -35.0% | -28.2% |
| 1Y | -20.4% | +26.1% | -46.5% | -36.7% |
| 3Y | +56.5% | +116.8% | -60.3% | -19.3% |
| 5Y | +56.8% | +80.0% | -23.2% | -7.3% |
| 10Y | +176.2% | +346.4% | -170.2% | -21.2% |
| All | +237.6% | +608.1% | -370.5% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling