-22.3%
SYK vs MTUM
+26.3%
-48.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.1% |
| 7D | -8.3% | +1.7% | -10.1% | -7.9% |
| 30D | -10.1% | -1.7% | -8.4% | -10.4% |
| 3M | +0.9% | -6.3% | +7.3% | 0.0% |
| 6M | -20.2% | +21.8% | -42.0% | -22.5% |
| YTD | -13.3% | +22.0% | -35.3% | -15.8% |
| 1Y | -22.3% | +25.3% | -47.7% | -24.0% |
| All | -22.3% | +26.3% | -48.6% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling