-62.0%
ALNY vs MTUM
+9.7%
-71.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.7% |
| 7D | -30.7% | -10.1% | -20.6% | -31.1% |
| 30D | -26.7% | -15.6% | -11.2% | -27.9% |
| 3M | -26.4% | -12.7% | -13.7% | -27.3% |
| 6M | -45.9% | -3.7% | -42.2% | -47.5% |
| YTD | -59.5% | +9.4% | -68.9% | -63.0% |
| 1Y | -62.0% | +10.2% | -72.2% | -65.2% |
| All | -62.0% | +9.7% | -71.6% | -65.2% |
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