-40.9%
SE vs MTUM
+26.3%
-67.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | -6.1% | +1.7% | -7.8% | -6.6% |
| 30D | -2.5% | -1.7% | -0.8% | -2.0% |
| 3M | +21.7% | -6.3% | +28.1% | +22.7% |
| 6M | +27.0% | +21.8% | +5.2% | +0.8% |
| YTD | -12.1% | +22.0% | -34.2% | -29.9% |
| 1Y | -40.9% | +25.3% | -66.3% | -53.3% |
| All | -40.9% | +26.3% | -67.2% | -53.3% |
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