+597.0%
SE vs MTUM
+244.0%
+352.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | -0.4% |
| 7D | +0.6% | +4.1% | -3.5% | -4.1% |
| 30D | -0.1% | -0.2% | +0.1% | -0.3% |
| 3M | +34.1% | -1.9% | +36.1% | +30.9% |
| 6M | +23.2% | +28.1% | -4.9% | -16.8% |
| YTD | -11.2% | +23.6% | -34.7% | -37.2% |
| 1Y | -40.5% | +26.1% | -66.7% | -59.2% |
| 3Y | +196.3% | +116.8% | +79.4% | -4.6% |
| 5Y | -67.0% | +80.0% | -147.0% | -85.4% |
| All | +597.0% | +244.0% | +352.9% | +56.2% |
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