+147.8%
SW vs MTUM
+337.7%
-189.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +0.5% |
| 7D | -5.1% | +1.7% | -6.8% | -5.7% |
| 30D | -4.6% | -1.7% | -2.9% | -4.0% |
| 3M | +9.4% | -6.3% | +15.7% | +11.5% |
| 6M | +3.5% | +21.8% | -18.3% | -5.1% |
| YTD | +22.0% | +22.0% | 0.0% | +11.6% |
| 1Y | +2.2% | +25.3% | -23.1% | -7.5% |
| 3Y | +19.6% | +112.1% | -92.6% | -9.6% |
| 5Y | -2.3% | +76.2% | -78.6% | -22.9% |
| All | +147.8% | +337.7% | -189.9% | +48.3% |
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