+31.0%
BABA vs MTUM
+116.3%
-85.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -2.2% | +4.1% | -6.3% | -3.8% |
| 30D | -17.3% | +0.6% | -18.0% | -17.7% |
| 3M | -7.8% | -0.6% | -7.1% | -8.7% |
| 6M | -16.8% | +25.3% | -42.1% | -26.8% |
| YTD | -24.7% | +23.8% | -48.5% | -33.3% |
| 1Y | -24.9% | +25.4% | -50.3% | -33.9% |
| All | +31.0% | +116.3% | -85.3% | -14.2% |
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