+3.6%
SLB vs MTUM
+525.0%
-521.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.9% |
| 7D | +3.5% | +6.6% | -3.1% | -1.2% |
| 30D | +6.5% | -10.8% | +17.3% | +14.6% |
| 3M | -0.2% | -13.8% | +13.5% | +9.6% |
| 6M | -5.7% | -10.7% | +5.0% | -1.0% |
| YTD | +36.8% | +9.1% | +27.8% | +23.0% |
| 1Y | +45.8% | +11.4% | +34.4% | +28.7% |
| 3Y | +3.4% | +88.8% | -85.5% | -40.9% |
| 5Y | +76.1% | +51.7% | +24.4% | +18.4% |
| 10Y | -13.0% | +307.9% | -321.0% | -73.0% |
| All | +3.6% | +525.0% | -521.4% | -76.6% |
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 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