+299.7%
ARM vs MTUM
+112.6%
+187.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | +0.1% |
| 7D | +4.8% | +1.2% | +3.5% | +2.4% |
| 30D | -5.5% | -1.7% | -3.8% | -2.1% |
| 3M | -17.3% | -0.5% | -16.9% | -15.5% |
| 6M | +110.9% | +22.3% | +88.5% | +48.3% |
| YTD | +132.5% | +21.4% | +111.2% | +64.9% |
| 1Y | +64.9% | +20.0% | +44.9% | +20.1% |
| All | +299.7% | +112.6% | +187.1% | -0.4% |
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