+11.2%
SNPS vs MTUM
+9.7%
+1.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.3% |
| 7D | -3.9% | -10.1% | +6.2% | +2.8% |
| 30D | -5.2% | -15.6% | +10.3% | +5.3% |
| 3M | +14.6% | -12.7% | +27.4% | +25.1% |
| 6M | -6.9% | -3.7% | -3.2% | -8.9% |
| YTD | -1.4% | +9.4% | -10.9% | -14.0% |
| 1Y | +11.2% | +10.2% | +1.0% | -2.7% |
| All | +11.2% | +9.7% | +1.5% | -2.7% |
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