+11.9%
ACN vs MTUM
+9.7%
+2.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.8% | +2.6% |
| 7D | +8.6% | -10.1% | +18.7% | +2.1% |
| 30D | +36.6% | -15.6% | +52.1% | +24.5% |
| 3M | +56.3% | -12.7% | +69.1% | +45.5% |
| 6M | +49.7% | -3.7% | +53.4% | +40.5% |
| YTD | +1.3% | +9.4% | -8.1% | -4.7% |
| 1Y | +11.9% | +10.2% | +1.7% | +5.6% |
| All | +11.9% | +9.7% | +2.2% | +5.6% |
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