+182.7%
SW vs MTUM
+281.4%
-98.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.6% |
| 7D | +2.3% | -10.2% | +12.5% | +6.4% |
| 30D | +6.8% | -20.9% | +27.7% | +16.3% |
| 3M | -5.2% | -17.1% | +11.9% | +1.2% |
| 6M | +7.4% | -14.5% | +21.9% | +12.5% |
| YTD | +17.4% | +2.3% | +15.1% | +14.2% |
| 1Y | +27.1% | +4.0% | +23.1% | +22.8% |
| 3Y | +47.9% | +80.7% | -32.8% | +18.5% |
| 5Y | -2.6% | +40.1% | -42.6% | -16.9% |
| All | +182.7% | +281.4% | -98.8% | +91.3% |
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