+214.9%
B vs MTUM
+608.1%
-393.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.9% |
| 7D | +2.3% | +4.1% | -1.8% | +0.8% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | +12.2% | -1.9% | +14.1% | +12.5% |
| 6M | -2.1% | +28.1% | -30.2% | -9.9% |
| YTD | +2.9% | +23.6% | -20.6% | -4.0% |
| 1Y | +55.3% | +26.1% | +29.2% | +44.0% |
| 3Y | +198.7% | +116.8% | +81.8% | +135.2% |
| 5Y | +153.8% | +80.0% | +73.8% | +107.8% |
| 10Y | +193.4% | +346.4% | -153.0% | +100.1% |
| All | +214.9% | +608.1% | -393.2% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling