+179.5%
SW vs MTUM
+315.5%
-136.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -3.0% | +10.8% | -13.8% | -6.8% |
| 30D | +4.2% | -11.4% | +15.6% | +8.6% |
| 3M | -11.5% | -11.7% | +0.1% | -7.8% |
| 6M | +8.6% | -8.2% | +16.8% | +10.8% |
| YTD | +15.0% | +11.3% | +3.7% | +8.3% |
| 1Y | +25.7% | +11.0% | +14.6% | +18.4% |
| 3Y | +44.8% | +93.2% | -48.4% | +12.9% |
| 5Y | -1.7% | +54.8% | -56.5% | -19.3% |
| All | +179.5% | +315.5% | -136.0% | +85.9% |
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