+311.3%
ARM vs MTUM
+116.5%
+194.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.5% | +1.3% |
| 7D | +11.4% | +4.1% | +7.3% | +3.1% |
| 30D | -7.4% | -0.2% | -7.2% | -6.9% |
| 3M | -24.5% | -1.9% | -22.6% | -20.4% |
| 6M | +128.7% | +28.1% | +100.6% | +47.0% |
| YTD | +139.3% | +23.6% | +115.7% | +63.7% |
| 1Y | +88.0% | +26.1% | +61.8% | +24.2% |
| All | +311.3% | +116.5% | +194.8% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling