+48.2%
SW vs MTUM
+88.0%
-39.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -2.2% |
| 7D | +1.8% | -2.8% | +4.6% | +3.0% |
| 30D | +7.0% | -16.4% | +23.4% | +17.0% |
| 3M | -7.6% | -13.4% | +5.7% | -1.4% |
| 6M | +8.5% | -11.1% | +19.6% | +12.2% |
| YTD | +17.7% | +7.3% | +10.4% | +6.4% |
| 1Y | +27.1% | +8.5% | +18.6% | +13.8% |
| 3Y | +48.2% | +89.5% | -41.3% | +6.2% |
| All | +48.2% | +88.0% | -39.8% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling