+15.3%
SLB vs MTUM
+599.3%
-584.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -1.1% |
| 7D | +0.8% | +1.7% | -0.9% | -0.4% |
| 30D | +15.8% | -1.7% | +17.5% | +16.9% |
| 3M | -0.3% | -6.3% | +6.0% | +2.5% |
| 6M | +21.3% | +21.8% | -0.5% | +2.1% |
| YTD | +52.3% | +22.0% | +30.3% | +27.6% |
| 1Y | +63.6% | +25.3% | +38.3% | +33.8% |
| 3Y | +3.8% | +112.1% | -108.4% | -45.0% |
| 5Y | +128.6% | +76.2% | +52.4% | +39.3% |
| 10Y | -3.1% | +340.1% | -343.2% | -71.2% |
| All | +15.3% | +599.3% | -584.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling