+433.2%
SNDK vs MTUM
+9.7%
+423.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.0% | -5.9% | -2.3% |
| 7D | -26.2% | -10.1% | -16.1% | +1.3% |
| 30D | -39.1% | -15.6% | -23.6% | +0.6% |
| 3M | -27.3% | -12.7% | -14.6% | +10.6% |
| 6M | -17.4% | -3.7% | -13.7% | +5.9% |
| YTD | +337.0% | +9.4% | +327.6% | +285.3% |
| 1Y | +433.2% | +10.2% | +422.9% | +379.0% |
| All | +433.2% | +9.7% | +423.5% | +379.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling