+73.7%
AG vs MTUM
+604.3%
-530.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.8% |
| 7D | -6.7% | +0.7% | -7.4% | -7.2% |
| 30D | +2.2% | -2.4% | +4.6% | +3.8% |
| 3M | +15.7% | -3.6% | +19.3% | +18.0% |
| 6M | -23.8% | +23.7% | -47.5% | -33.1% |
| YTD | +17.6% | +22.9% | -5.3% | +4.3% |
| 1Y | +88.6% | +21.8% | +66.9% | +69.0% |
| 3Y | +253.4% | +114.4% | +139.0% | +129.2% |
| 5Y | +62.4% | +79.6% | -17.1% | +14.6% |
| 10Y | +61.2% | +356.2% | -295.0% | -18.7% |
| All | +73.7% | +604.3% | -530.7% | -25.7% |
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