+28.7%
SW vs MTUM
+7.1%
+21.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | -4.1% | +6.3% | +3.3% |
| 30D | +7.4% | -16.6% | +24.0% | +13.8% |
| 3M | -5.9% | -13.0% | +7.0% | -2.2% |
| 6M | +9.0% | -11.3% | +20.2% | +9.8% |
| YTD | +18.1% | +7.1% | +11.1% | +5.2% |
| 1Y | +28.7% | +6.4% | +22.3% | +15.8% |
| All | +28.7% | +7.1% | +21.6% | +15.8% |
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 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