+38.0%
SCHD vs MTUM
-74.7%
+112.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -77.1% | +74.9% | -0.6% |
| 7D | -0.5% | -79.0% | +78.5% | +0.6% |
| 30D | +7.8% | -80.7% | +88.5% | +8.9% |
| 3M | +6.1% | -79.8% | +85.9% | +7.3% |
| 6M | +13.6% | -78.4% | +92.0% | +13.7% |
| YTD | +32.3% | -74.9% | +107.2% | +30.0% |
| 1Y | +38.0% | -74.8% | +112.8% | +35.7% |
| All | +38.0% | -74.7% | +112.7% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling