+346.7%
SW vs MTUM
+599.3%
-252.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +0.6% |
| 7D | -5.1% | +1.7% | -6.8% | -5.7% |
| 30D | -4.6% | -1.7% | -2.9% | -4.1% |
| 3M | +9.4% | -6.3% | +15.7% | +11.3% |
| 6M | +3.5% | +21.8% | -18.3% | -4.1% |
| YTD | +22.0% | +22.0% | 0.0% | +12.8% |
| 1Y | +2.2% | +25.3% | -23.1% | -6.4% |
| 3Y | +19.6% | +112.1% | -92.6% | -6.3% |
| 5Y | -2.3% | +76.2% | -78.6% | -20.7% |
| 10Y | +181.4% | +340.1% | -158.8% | +90.9% |
| All | +346.7% | +599.3% | -252.6% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling