+397.0%
SYK vs MTUM
+595.4%
-198.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.7% |
| 7D | -12.3% | +1.2% | -13.6% | -13.1% |
| 30D | -22.4% | -1.7% | -20.8% | -21.9% |
| 3M | -12.3% | -0.5% | -11.9% | -14.7% |
| 6M | -24.3% | +22.3% | -46.7% | -37.5% |
| YTD | -22.8% | +21.4% | -44.1% | -36.3% |
| 1Y | -28.8% | +20.0% | -48.8% | -41.0% |
| 3Y | -4.0% | +113.0% | -116.9% | -50.9% |
| 5Y | +3.8% | +77.3% | -73.4% | -38.9% |
| 10Y | +172.8% | +350.5% | -177.7% | -30.4% |
| All | +397.0% | +595.4% | -198.4% | -9.9% |
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