+597.2%
ALL vs MTUM
+608.1%
-10.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.6% | -2.9% |
| 7D | -1.7% | +4.1% | -5.8% | -3.5% |
| 30D | -4.7% | -0.2% | -4.5% | -4.8% |
| 3M | +18.4% | -1.9% | +20.3% | +17.2% |
| 6M | +20.5% | +28.1% | -7.6% | +2.3% |
| YTD | +23.5% | +23.6% | 0.0% | +6.3% |
| 1Y | +29.0% | +26.1% | +2.9% | +9.2% |
| 3Y | +153.7% | +116.8% | +36.9% | +51.1% |
| 5Y | +114.8% | +80.0% | +34.8% | +41.7% |
| 10Y | +356.1% | +346.4% | +9.7% | +56.3% |
| All | +597.2% | +608.1% | -10.9% | +68.0% |
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 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