+14.4%
BABA vs MTUM
+352.0%
-337.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.7% |
| 7D | -2.9% | +1.2% | -4.2% | -3.8% |
| 30D | -15.1% | -1.7% | -13.4% | -14.3% |
| 3M | -5.0% | -0.5% | -4.6% | -7.0% |
| 6M | -19.9% | +22.3% | -42.3% | -33.6% |
| YTD | -25.3% | +21.4% | -46.6% | -37.7% |
| 1Y | -23.9% | +20.0% | -43.9% | -36.0% |
| 3Y | +28.1% | +113.0% | -84.8% | -36.0% |
| 5Y | -31.4% | +77.3% | -108.7% | -59.8% |
| All | +14.4% | +352.0% | -337.6% | -76.3% |
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