+115.4%
ALL vs MTUM
+74.9%
+40.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -4.3% | +1.2% | -5.5% | -4.6% |
| 30D | -3.6% | -1.7% | -1.9% | -3.3% |
| 3M | +13.2% | -0.5% | +13.7% | +12.0% |
| 6M | +22.5% | +22.3% | +0.1% | +12.3% |
| YTD | +22.7% | +21.4% | +1.4% | +12.4% |
| 1Y | +28.3% | +20.0% | +8.3% | +17.8% |
| 3Y | +152.0% | +113.0% | +39.1% | +75.3% |
| 5Y | +115.4% | +77.3% | +38.2% | +57.9% |
| All | +115.4% | +74.9% | +40.5% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling