+15.0%
SW vs MTUM
-12.9%
+27.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | +0.2% |
| 7D | +4.7% | -16.1% | +20.7% | +8.6% |
| 30D | +5.0% | -22.8% | +27.8% | +11.7% |
| 3M | -7.3% | -19.1% | +11.7% | -3.1% |
| 6M | +15.0% | -13.7% | +28.7% | +6.4% |
| All | +15.0% | -12.9% | +27.9% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling