+65.2%
ALAB vs MTUM
+26.3%
+38.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.8% | +7.9% | +5.4% |
| 7D | +7.2% | +1.7% | +5.5% | +3.4% |
| 30D | -2.5% | -1.7% | -0.9% | +1.7% |
| 3M | -13.3% | -6.3% | -7.0% | +6.7% |
| 6M | +172.8% | +21.8% | +151.0% | +81.2% |
| YTD | +86.6% | +22.0% | +64.5% | +23.8% |
| 1Y | +65.2% | +25.3% | +39.8% | +4.4% |
| All | +65.2% | +26.3% | +38.9% | +4.4% |
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