+0.9%
AON vs MTUM
+9.7%
-8.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +3.5% |
| 7D | +9.4% | -10.1% | +19.5% | +4.8% |
| 30D | +27.0% | -15.6% | +42.6% | +18.7% |
| 3M | -3.1% | -12.7% | +9.6% | -7.9% |
| 6M | +10.0% | -3.7% | +13.7% | +7.3% |
| YTD | -1.6% | +9.4% | -11.0% | -1.7% |
| 1Y | +0.9% | +10.2% | -9.3% | +0.5% |
| All | +0.9% | +9.7% | -8.8% | +0.5% |
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