+76.4%
SLB vs MTUM
+51.4%
+25.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.6% |
| 7D | +3.5% | +6.6% | -3.1% | -0.4% |
| 30D | +6.5% | -10.8% | +17.3% | +13.3% |
| 3M | -0.2% | -13.8% | +13.5% | +8.1% |
| 6M | -5.7% | -10.7% | +5.0% | -1.9% |
| YTD | +36.8% | +9.1% | +27.8% | +23.5% |
| 1Y | +45.8% | +11.4% | +34.4% | +29.5% |
| 3Y | +3.4% | +88.8% | -85.5% | -40.3% |
| All | +76.4% | +51.4% | +25.0% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling