-5.3%
SYK vs MTUM
-74.7%
+69.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -77.1% | +75.7% | -2.5% |
| 7D | +7.5% | -79.0% | +86.5% | +3.9% |
| 30D | +20.4% | -80.7% | +101.2% | +14.1% |
| 3M | -0.3% | -79.8% | +79.5% | -4.2% |
| 6M | +14.2% | -78.4% | +92.6% | +8.3% |
| YTD | -3.8% | -74.9% | +71.0% | -10.9% |
| 1Y | -5.3% | -74.8% | +69.5% | -12.2% |
| All | -5.3% | -74.7% | +69.4% | -12.2% |
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