+5.0%
SYK vs MTUM
+76.4%
-71.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.2% |
| 7D | -12.3% | +1.2% | -13.6% | -12.8% |
| 30D | -22.4% | -1.7% | -20.8% | -22.1% |
| 3M | -12.3% | -0.5% | -11.9% | -14.1% |
| 6M | -24.3% | +22.3% | -46.7% | -34.6% |
| YTD | -22.8% | +21.4% | -44.1% | -33.3% |
| 1Y | -28.8% | +20.0% | -48.8% | -38.3% |
| 3Y | -4.0% | +113.0% | -116.9% | -45.5% |
| All | +5.0% | +76.4% | -71.4% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling