-67.1%
SE vs MTUM
+78.7%
-145.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.8% |
| 7D | -5.2% | +0.7% | -5.9% | -6.1% |
| 30D | -17.1% | -2.4% | -14.6% | -15.0% |
| 3M | +24.0% | -3.6% | +27.6% | +23.4% |
| 6M | +21.0% | +23.7% | -2.7% | -17.3% |
| YTD | -16.7% | +22.9% | -39.6% | -42.8% |
| 1Y | -45.9% | +21.8% | -67.7% | -62.4% |
| 3Y | +177.8% | +114.4% | +63.4% | -28.4% |
| All | -67.1% | +78.7% | -145.8% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling