-46.9%
ALNY vs MTUM
+21.2%
-68.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | -6.5% | +0.7% | -7.3% | -6.4% |
| 30D | +11.0% | -2.4% | +13.5% | +10.7% |
| 3M | -14.1% | -3.6% | -10.4% | -12.1% |
| 6M | -22.4% | +23.7% | -46.1% | -29.5% |
| YTD | -37.5% | +22.9% | -60.4% | -43.3% |
| 1Y | -46.9% | +21.8% | -68.7% | -51.1% |
| All | -46.9% | +21.2% | -68.1% | -51.1% |
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