-14.7%
AAL vs MTUM
+609.5%
-624.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -1.3% | +4.1% | -5.4% | -5.1% |
| 30D | -13.7% | +0.6% | -14.4% | -14.5% |
| 3M | -8.2% | -0.6% | -7.5% | -9.4% |
| 6M | +13.1% | +25.3% | -12.2% | -12.2% |
| YTD | -15.6% | +23.8% | -39.4% | -33.8% |
| 1Y | +1.4% | +25.4% | -24.0% | -21.5% |
| 3Y | -7.4% | +117.3% | -124.7% | -58.8% |
| 5Y | -35.9% | +79.7% | -115.6% | -65.2% |
| 10Y | -65.1% | +359.6% | -424.7% | -93.8% |
| All | -14.7% | +609.5% | -624.2% | -90.5% |
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