+21.3%
SHW vs MTUM
+114.7%
-93.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | -10.0% | -2.4% | -7.6% | -9.3% |
| 3M | +2.3% | -3.6% | +5.9% | +2.6% |
| 6M | +0.7% | +23.7% | -23.0% | -10.8% |
| YTD | +0.5% | +22.9% | -22.4% | -11.0% |
| 1Y | -11.5% | +21.8% | -33.2% | -21.4% |
| 3Y | +21.3% | +114.4% | -93.1% | -25.9% |
| All | +21.3% | +114.7% | -93.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling