-38.2%
SNDU vs MTUM
-74.5%
+36.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -77.1% | +32.9% | +38.1% |
| 7D | -67.5% | -79.0% | +11.5% | +41.0% |
| 30D | -80.3% | -80.7% | +0.4% | +43.6% |
| 3M | -74.1% | -79.8% | +5.6% | +51.2% |
| 6M | -85.8% | -78.4% | -7.4% | +6.8% |
| All | -38.2% | -74.5% | +36.3% | +105.8% |
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 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