+0.5%
AAL vs MTUM
+21.2%
-20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | -12.9% | -2.4% | -10.4% | -11.5% |
| 3M | -11.2% | -3.6% | -7.5% | -11.1% |
| 6M | +17.8% | +23.7% | -5.8% | -10.0% |
| YTD | -15.1% | +22.9% | -38.0% | -35.7% |
| 1Y | +0.5% | +21.8% | -21.3% | -23.4% |
| All | +0.5% | +21.2% | -20.7% | -23.4% |
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 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