+209.7%
SRE vs MTUM
+595.4%
-385.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | -1.7% | -1.7% | 0.0% | -1.1% |
| 3M | -7.1% | -0.5% | -6.6% | -8.0% |
| 6M | -8.4% | +22.3% | -30.7% | -18.8% |
| YTD | -3.5% | +21.4% | -24.9% | -14.4% |
| 1Y | +5.4% | +20.0% | -14.6% | -6.1% |
| 3Y | +29.5% | +113.0% | -83.4% | -16.6% |
| 5Y | +48.3% | +77.3% | -29.0% | +4.0% |
| 10Y | +123.5% | +350.5% | -227.0% | -14.8% |
| All | +209.7% | +595.4% | -385.7% | -9.4% |
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 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