+196.6%
B vs MTUM
+116.3%
+80.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.0% | +4.1% | -3.1% | -1.2% |
| 30D | +9.5% | +0.6% | +8.9% | +9.0% |
| 3M | +14.3% | -0.6% | +15.0% | +13.6% |
| 6M | -1.9% | +25.3% | -27.2% | -13.2% |
| YTD | +4.1% | +23.8% | -19.7% | -7.2% |
| 1Y | +56.1% | +25.4% | +30.7% | +38.5% |
| All | +196.6% | +116.3% | +80.3% | +126.2% |
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