-5.8%
SLB vs MTUM
+357.8%
-363.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.8% |
| 7D | -2.5% | +0.7% | -3.2% | -3.0% |
| 30D | +7.1% | -2.4% | +9.6% | +8.8% |
| 3M | +0.6% | -3.6% | +4.3% | +1.5% |
| 6M | +17.6% | +23.7% | -6.1% | -2.2% |
| YTD | +48.5% | +22.9% | +25.6% | +23.6% |
| 1Y | +59.4% | +21.8% | +37.6% | +33.3% |
| 3Y | -0.4% | +114.4% | -114.8% | -47.9% |
| 5Y | +133.8% | +79.6% | +54.2% | +39.6% |
| All | -5.8% | +357.8% | -363.6% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling