-29.3%
BABA vs MTUM
-8.1%
-21.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.1% |
| 7D | -12.7% | +10.8% | -23.5% | -13.0% |
| 30D | -14.9% | -11.4% | -3.5% | -13.1% |
| 3M | -24.6% | -11.7% | -13.0% | -23.1% |
| 6M | -29.3% | -8.2% | -21.1% | -31.0% |
| All | -29.3% | -8.1% | -21.2% | -31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling