+236.1%
ALNY vs MTUM
+357.8%
-121.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.3% |
| 7D | -6.5% | +0.7% | -7.3% | -7.0% |
| 30D | +11.0% | -2.4% | +13.5% | +12.5% |
| 3M | -14.1% | -3.6% | -10.4% | -14.6% |
| 6M | -22.4% | +23.7% | -46.1% | -36.6% |
| YTD | -37.5% | +22.9% | -60.4% | -48.9% |
| 1Y | -46.9% | +21.8% | -68.7% | -56.4% |
| 3Y | +22.1% | +114.4% | -92.4% | -37.3% |
| 5Y | +31.2% | +79.6% | -48.4% | -23.1% |
| All | +236.1% | +357.8% | -121.7% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling