+244.1%
SYY vs MTUM
+595.4%
-351.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | +1.5% | +1.2% | +0.3% | +0.8% |
| 30D | -2.3% | -1.7% | -0.6% | -1.6% |
| 3M | +5.5% | -0.5% | +6.0% | +3.9% |
| 6M | -1.0% | +22.3% | -23.3% | -14.2% |
| YTD | +14.1% | +21.4% | -7.2% | -1.0% |
| 1Y | +5.6% | +20.0% | -14.5% | -8.2% |
| 3Y | +27.9% | +113.0% | -85.1% | -26.3% |
| 5Y | +22.7% | +77.3% | -54.6% | -20.5% |
| 10Y | +113.9% | +350.5% | -236.6% | -27.0% |
| All | +244.1% | +595.4% | -351.3% | -10.8% |
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