+1,062.3%
SNPS vs MTUM
+608.1%
+454.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.7% |
| 7D | -5.5% | +4.1% | -9.6% | -9.3% |
| 30D | -5.8% | -0.2% | -5.6% | -5.7% |
| 3M | -17.2% | -1.9% | -15.3% | -17.7% |
| 6M | -10.4% | +28.1% | -38.5% | -33.0% |
| YTD | -16.5% | +23.6% | -40.1% | -35.2% |
| 1Y | -35.6% | +26.1% | -61.8% | -51.7% |
| 3Y | -14.6% | +116.8% | -131.5% | -63.1% |
| 5Y | +16.5% | +80.0% | -63.5% | -38.4% |
| 10Y | +556.6% | +346.4% | +210.1% | +54.4% |
| All | +1,062.3% | +608.1% | +454.2% | +95.8% |
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 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