+177.1%
SW vs MTUM
+307.2%
-130.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -2.9% | +6.6% | -9.5% | -5.3% |
| 30D | +5.0% | -10.8% | +15.8% | +9.1% |
| 3M | -13.7% | -13.8% | +0.1% | -9.2% |
| 6M | +8.0% | -10.7% | +18.7% | +11.3% |
| YTD | +14.0% | +9.1% | +4.9% | +8.1% |
| 1Y | +25.6% | +11.4% | +14.2% | +18.2% |
| 3Y | +40.1% | +88.8% | -48.7% | +10.2% |
| 5Y | -2.6% | +51.7% | -54.3% | -19.4% |
| All | +177.1% | +307.2% | -130.2% | +85.7% |
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