+113.8%
SYY vs MTUM
+357.8%
-244.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | +3.9% | +0.7% | +3.2% | +3.5% |
| 30D | -1.7% | -2.4% | +0.7% | -0.6% |
| 3M | +5.2% | -3.6% | +8.8% | +5.6% |
| 6M | -0.2% | +23.7% | -23.9% | -14.1% |
| YTD | +15.4% | +22.9% | -7.5% | -0.7% |
| 1Y | +5.6% | +21.8% | -16.2% | -8.9% |
| 3Y | +28.9% | +114.4% | -85.6% | -26.8% |
| 5Y | +24.1% | +79.6% | -55.5% | -20.9% |
| All | +113.8% | +357.8% | -244.0% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling