+171.7%
SLV vs MTUM
+112.0%
+59.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.2% |
| 7D | -5.0% | +1.2% | -6.3% | -5.7% |
| 30D | -1.8% | -1.7% | -0.1% | -0.9% |
| 3M | -0.3% | -0.5% | +0.2% | -0.8% |
| 6M | -28.2% | +22.3% | -50.6% | -35.3% |
| YTD | -10.7% | +21.4% | -32.1% | -18.8% |
| 1Y | +53.7% | +20.0% | +33.7% | +40.2% |
| All | +171.7% | +112.0% | +59.7% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling