+52.0%
SNOW vs MTUM
+26.3%
+25.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.8% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | +6.4% | -1.7% | +8.1% | +6.8% |
| 3M | +38.1% | -6.3% | +44.4% | +38.0% |
| 6M | +100.4% | +21.8% | +78.6% | +66.5% |
| YTD | +53.7% | +22.0% | +31.7% | +28.2% |
| 1Y | +52.0% | +25.3% | +26.6% | +25.5% |
| All | +52.0% | +26.3% | +25.7% | +25.5% |
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