+0.2%
SW vs MTUM
+54.9%
-54.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -2.5% |
| 7D | -2.6% | +1.5% | -4.1% | -3.6% |
| 30D | +7.2% | -12.1% | +19.3% | +13.5% |
| 3M | -10.5% | -10.0% | -0.5% | -6.6% |
| 6M | +9.9% | -9.4% | +19.3% | +13.0% |
| YTD | +17.2% | +11.1% | +6.1% | +7.0% |
| 1Y | +26.5% | +10.8% | +15.7% | +15.6% |
| 3Y | +47.7% | +92.9% | -45.3% | +3.7% |
| 5Y | +0.2% | +55.2% | -55.1% | -27.6% |
| All | +0.2% | +54.9% | -54.7% | -27.6% |
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