+1,837.5%
SNDK vs MTUM
+21.2%
+1,816.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -7.3% |
| 7D | -6.1% | +0.7% | -6.8% | -8.4% |
| 30D | +21.5% | -2.4% | +23.9% | +31.9% |
| 3M | -13.2% | -3.6% | -9.5% | +8.4% |
| 6M | +149.2% | +23.7% | +125.5% | +48.5% |
| YTD | +588.1% | +22.9% | +565.2% | +309.9% |
| 1Y | +1,837.5% | +21.8% | +1,815.8% | +1,187.1% |
| All | +1,837.5% | +21.2% | +1,816.3% | +1,187.1% |
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