+668.7%
SCHW vs MTUM
+604.3%
+64.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | -1.9% | +0.7% | -2.6% | -2.5% |
| 30D | -1.6% | -2.4% | +0.8% | -0.1% |
| 3M | +21.3% | -3.6% | +24.9% | +21.5% |
| 6M | +16.5% | +23.7% | -7.2% | -7.0% |
| YTD | +8.4% | +22.9% | -14.5% | -13.3% |
| 1Y | +15.6% | +21.8% | -6.1% | -7.0% |
| 3Y | +86.8% | +114.4% | -27.6% | -11.6% |
| 5Y | +60.5% | +79.6% | -19.0% | -10.7% |
| 10Y | +297.7% | +356.2% | -58.5% | -24.6% |
| All | +668.7% | +604.3% | +64.4% | -9.7% |
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 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