+165.0%
SLV vs MTUM
+608.1%
-443.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.2% |
| 7D | +2.5% | +4.1% | -1.6% | +1.1% |
| 30D | +3.3% | -0.2% | +3.5% | +3.3% |
| 3M | -3.6% | -1.9% | -1.7% | -3.2% |
| 6M | -21.8% | +28.1% | -49.9% | -27.5% |
| YTD | -7.8% | +23.6% | -31.4% | -13.3% |
| 1Y | +58.3% | +26.1% | +32.1% | +48.0% |
| 3Y | +182.6% | +116.8% | +65.7% | +128.2% |
| 5Y | +167.8% | +80.0% | +87.8% | +124.2% |
| 10Y | +218.9% | +346.4% | -127.6% | +136.5% |
| All | +165.0% | +608.1% | -443.1% | +91.9% |
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