+219.9%
SLV vs MTUM
+357.8%
-138.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -2.8% | +0.7% | -3.6% | -3.1% |
| 30D | -1.6% | -2.4% | +0.9% | -0.6% |
| 3M | -4.4% | -3.6% | -0.8% | -3.4% |
| 6M | -25.4% | +23.7% | -49.1% | -30.8% |
| YTD | -9.8% | +22.9% | -32.7% | -15.8% |
| 1Y | +53.8% | +21.8% | +32.0% | +44.0% |
| 3Y | +174.7% | +114.4% | +60.2% | +114.7% |
| 5Y | +164.3% | +79.6% | +84.7% | +115.5% |
| All | +219.9% | +357.8% | -138.0% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling