+265.2%
SU vs MTUM
+357.8%
-92.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | +2.2% | +0.7% | +1.5% | +1.8% |
| 30D | +8.4% | -2.4% | +10.9% | +9.8% |
| 3M | +12.1% | -3.6% | +15.7% | +12.8% |
| 6M | +19.7% | +23.7% | -4.0% | +1.2% |
| YTD | +58.4% | +22.9% | +35.5% | +34.1% |
| 1Y | +67.2% | +21.8% | +45.5% | +42.0% |
| 3Y | +125.0% | +114.4% | +10.6% | +24.0% |
| 5Y | +355.1% | +79.6% | +275.5% | +183.3% |
| All | +265.2% | +357.8% | -92.7% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling