+315.5%
ARM vs MTUM
+116.9%
+198.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | +12.5% | +4.1% | +8.4% | +4.1% |
| 30D | -1.4% | +0.6% | -2.0% | -2.4% |
| 3M | -18.7% | -0.6% | -18.0% | -16.5% |
| 6M | +124.6% | +25.3% | +99.3% | +50.7% |
| YTD | +141.7% | +23.8% | +117.9% | +64.8% |
| 1Y | +87.7% | +25.4% | +62.3% | +25.5% |
| All | +315.5% | +116.9% | +198.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling