+525.5%
SHW vs MTUM
+609.5%
-83.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.2% | +4.1% | -7.3% | -5.7% |
| 30D | -11.4% | +0.6% | -12.0% | -11.9% |
| 3M | +3.5% | -0.6% | +4.1% | +2.0% |
| 6M | -3.4% | +25.3% | -28.7% | -19.6% |
| YTD | -0.3% | +23.8% | -24.2% | -16.7% |
| 1Y | -10.4% | +25.4% | -35.8% | -26.1% |
| 3Y | +21.3% | +117.3% | -96.0% | -34.9% |
| 5Y | +12.9% | +79.7% | -66.8% | -31.0% |
| 10Y | +284.1% | +359.6% | -75.5% | +1.4% |
| All | +525.5% | +609.5% | -83.9% | +11.3% |
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 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