+21.9%
BABA vs MTUM
+89.8%
-67.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | -13.8% | +6.6% | -20.4% | -15.7% |
| 30D | -15.1% | -10.8% | -4.3% | -11.7% |
| 3M | -22.7% | -13.8% | -9.0% | -18.6% |
| 6M | -34.7% | -10.7% | -24.0% | -33.1% |
| YTD | -35.0% | +9.1% | -44.1% | -39.7% |
| 1Y | -40.4% | +11.4% | -51.8% | -45.2% |
| 3Y | +21.9% | +88.8% | -66.9% | -10.4% |
| All | +21.9% | +89.8% | -67.9% | -10.4% |
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