+333.8%
SW vs MTUM
+475.6%
-141.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | +1.3% |
| 7D | +4.7% | -16.1% | +20.7% | +10.9% |
| 30D | +5.0% | -22.8% | +27.8% | +14.4% |
| 3M | -7.3% | -19.1% | +11.7% | -0.9% |
| 6M | +15.0% | -13.7% | +28.7% | +19.6% |
| YTD | +18.5% | +0.4% | +18.1% | +16.6% |
| 1Y | +27.1% | +0.8% | +26.4% | +24.9% |
| 3Y | +49.3% | +78.3% | -29.0% | +23.7% |
| 5Y | -1.6% | +37.5% | -39.1% | -13.9% |
| 10Y | +185.4% | +278.9% | -93.5% | +105.3% |
| All | +333.8% | +475.6% | -141.7% | +194.6% |
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 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