+45.5%
SRE vs MTUM
+78.7%
-33.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | -3.0% | -2.4% | -0.6% | -2.4% |
| 3M | -8.3% | -3.6% | -4.7% | -7.9% |
| 6M | -8.9% | +23.7% | -32.6% | -16.8% |
| YTD | -4.3% | +22.9% | -27.2% | -12.6% |
| 1Y | +2.7% | +21.8% | -19.0% | -5.9% |
| 3Y | +28.7% | +114.4% | -85.8% | -7.1% |
| All | +45.5% | +78.7% | -33.2% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling