+131.7%
AG vs MTUM
+26.3%
+105.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -4.2% |
| 7D | +1.0% | +1.7% | -0.7% | -1.1% |
| 30D | +19.2% | -1.7% | +20.8% | +21.4% |
| 3M | +6.2% | -6.3% | +12.5% | +13.3% |
| 6M | -26.7% | +21.8% | -48.5% | -49.2% |
| YTD | +26.1% | +22.0% | +4.1% | -12.1% |
| 1Y | +131.7% | +25.3% | +106.3% | +52.9% |
| All | +131.7% | +26.3% | +105.4% | +52.9% |
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