-30.5%
BABA vs MTUM
+80.5%
-111.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -2.2% | +4.1% | -6.3% | -4.7% |
| 30D | -17.3% | +0.6% | -18.0% | -17.9% |
| 3M | -7.8% | -0.6% | -7.1% | -9.3% |
| 6M | -16.8% | +25.3% | -42.1% | -31.7% |
| YTD | -24.7% | +23.8% | -48.5% | -37.7% |
| 1Y | -24.9% | +25.4% | -50.3% | -38.6% |
| 3Y | +29.1% | +117.3% | -88.2% | -39.2% |
| 5Y | -30.5% | +79.7% | -110.2% | -61.3% |
| All | -30.5% | +80.5% | -111.0% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling