-52.7%
SNXX vs MTUM
-0.7%
-52.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.3% | -15.6% |
| 7D | -12.0% | +0.7% | -12.8% | -17.4% |
| 30D | +37.9% | -2.4% | +40.4% | +69.1% |
| 3M | -52.7% | -3.6% | -49.0% | -1.5% |
| All | -52.7% | -0.7% | -52.0% | -1.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling