+30.5%
SNOW vs MTUM
+123.3%
-92.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +8.4% | +4.1% | +4.3% | +3.4% |
| 30D | -1.0% | +0.6% | -1.6% | -2.0% |
| 3M | +38.3% | -0.6% | +39.0% | +33.1% |
| 6M | +81.3% | +25.3% | +55.9% | +22.3% |
| YTD | +51.1% | +23.8% | +27.3% | +3.9% |
| 1Y | +47.0% | +25.4% | +21.6% | -1.0% |
| 3Y | +99.7% | +117.3% | -17.5% | -41.9% |
| 5Y | +3.6% | +79.7% | -76.1% | -57.4% |
| All | +30.5% | +123.3% | -92.7% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling