+9.5%
SNOW vs MTUM
+9.7%
-0.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -14.5% | -10.1% | -4.4% | -11.6% |
| 30D | -14.3% | -15.6% | +1.3% | -10.3% |
| 3M | -8.3% | -12.7% | +4.5% | -4.6% |
| 6M | +101.5% | -3.7% | +105.2% | +93.7% |
| YTD | +32.5% | +9.4% | +23.0% | +17.0% |
| 1Y | +9.5% | +10.2% | -0.7% | -4.8% |
| All | +9.5% | +9.7% | -0.2% | -4.8% |
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