+184.4%
SW vs MTUM
+293.7%
-109.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | -4.1% | +6.3% | +3.6% |
| 30D | +7.4% | -16.6% | +24.0% | +14.6% |
| 3M | -5.9% | -13.0% | +7.0% | -1.5% |
| 6M | +9.0% | -11.3% | +20.2% | +12.6% |
| YTD | +18.1% | +7.1% | +11.1% | +12.9% |
| 1Y | +28.7% | +6.4% | +22.3% | +23.2% |
| 3Y | +48.8% | +85.9% | -37.1% | +17.7% |
| 5Y | +2.5% | +50.0% | -47.5% | -14.7% |
| 10Y | +184.4% | +299.9% | -115.5% | +88.8% |
| All | +184.4% | +293.7% | -109.2% | +88.8% |
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