+27.1%
SW vs MTUM
+2.8%
+24.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | +2.3% | -10.2% | +12.5% | +5.5% |
| 30D | +6.8% | -20.9% | +27.7% | +14.9% |
| 3M | -5.2% | -17.1% | +11.9% | 0.0% |
| 6M | +7.4% | -14.5% | +21.9% | +9.2% |
| YTD | +17.4% | +2.3% | +15.1% | +6.4% |
| 1Y | +27.1% | +4.0% | +23.1% | +14.7% |
| All | +27.1% | +2.8% | +24.2% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling