-2.3%
SW vs MTUM
+76.4%
-78.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +0.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.9% |
| 30D | -4.6% | -1.7% | -2.9% | -3.9% |
| 3M | +9.4% | -6.3% | +15.7% | +12.1% |
| 6M | +3.5% | +21.8% | -18.3% | -8.6% |
| YTD | +22.0% | +22.0% | 0.0% | +7.3% |
| 1Y | +2.2% | +25.3% | -23.1% | -11.5% |
| 3Y | +19.6% | +112.1% | -92.6% | -19.2% |
| All | -2.3% | +76.4% | -78.7% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling