+358.7%
ALAB vs MTUM
+67.1%
+291.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -0.8% |
| 7D | +0.6% | +1.2% | -0.6% | -2.1% |
| 30D | -8.8% | -1.7% | -7.1% | -5.0% |
| 3M | -14.0% | -0.5% | -13.5% | -8.1% |
| 6M | +144.3% | +22.3% | +121.9% | +68.0% |
| YTD | +71.0% | +21.4% | +49.7% | +21.3% |
| 1Y | +23.5% | +20.0% | +3.5% | -8.4% |
| All | +358.7% | +67.1% | +291.5% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling