+11.7%
BABA vs MTUM
+315.5%
-303.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | -12.7% | +10.8% | -23.5% | -19.0% |
| 30D | -14.9% | -11.4% | -3.5% | -8.4% |
| 3M | -24.6% | -11.7% | -13.0% | -18.9% |
| 6M | -29.3% | -8.2% | -21.1% | -27.8% |
| YTD | -35.0% | +11.3% | -46.3% | -43.1% |
| 1Y | -39.7% | +11.0% | -50.7% | -47.2% |
| 3Y | +21.2% | +93.2% | -72.0% | -35.6% |
| 5Y | -39.9% | +54.8% | -94.7% | -61.4% |
| All | +11.7% | +315.5% | -303.8% | -74.9% |
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 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