+19.6%
SW vs MTUM
+112.2%
-92.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +0.2% |
| 7D | -5.1% | +1.7% | -6.8% | -6.0% |
| 30D | -4.6% | -1.7% | -2.9% | -3.8% |
| 3M | +9.4% | -6.3% | +15.7% | +12.4% |
| 6M | +3.5% | +21.8% | -18.3% | -11.4% |
| YTD | +22.0% | +22.0% | 0.0% | +3.9% |
| 1Y | +2.2% | +25.3% | -23.1% | -14.7% |
| All | +19.6% | +112.2% | -92.6% | -27.0% |
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