+201.4%
B vs MTUM
+357.8%
-156.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | +6.3% | -2.4% | +8.8% | +7.3% |
| 3M | +12.1% | -3.6% | +15.8% | +13.3% |
| 6M | -3.1% | +23.7% | -26.8% | -10.6% |
| YTD | +2.0% | +22.9% | -21.0% | -5.6% |
| 1Y | +51.7% | +21.8% | +29.9% | +41.0% |
| 3Y | +190.5% | +114.4% | +76.1% | +122.1% |
| 5Y | +158.0% | +79.6% | +78.4% | +106.0% |
| All | +201.4% | +357.8% | -156.4% | +59.3% |
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