+1.4%
SLB vs MTUM
+116.3%
-114.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.9% | +4.1% | -6.0% | -3.7% |
| 30D | +7.8% | +0.6% | +7.2% | +7.4% |
| 3M | +2.7% | -0.6% | +3.3% | +1.5% |
| 6M | +22.2% | +25.3% | -3.2% | +5.9% |
| YTD | +51.1% | +23.8% | +27.3% | +31.6% |
| 1Y | +63.3% | +25.4% | +38.0% | +41.0% |
| All | +1.4% | +116.3% | -114.9% | -33.1% |
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