+59.3%
SLB vs MTUM
+19.7%
+39.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | -2.4% | +1.2% | -3.7% | -2.8% |
| 30D | +4.9% | -1.7% | +6.6% | +5.3% |
| 3M | +1.4% | -0.5% | +1.9% | -0.2% |
| 6M | +17.6% | +22.3% | -4.7% | +6.4% |
| YTD | +48.3% | +21.4% | +27.0% | +33.7% |
| All | +59.3% | +19.7% | +39.6% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling