+133.6%
SLB vs MTUM
+74.9%
+58.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.6% |
| 7D | -2.4% | +1.2% | -3.7% | -3.2% |
| 30D | +4.9% | -1.7% | +6.6% | +5.8% |
| 3M | +1.4% | -0.5% | +1.9% | -0.3% |
| 6M | +17.6% | +22.3% | -4.7% | -0.2% |
| YTD | +48.3% | +21.4% | +27.0% | +26.2% |
| 1Y | +58.7% | +20.0% | +38.7% | +35.7% |
| 3Y | +0.6% | +113.0% | -112.4% | -46.6% |
| 5Y | +133.6% | +77.3% | +56.3% | +40.2% |
| All | +133.6% | +74.9% | +58.6% | +40.2% |
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