+6.8%
BABA vs MTUM
+381.9%
-375.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | -12.7% | +10.8% | -23.5% | -19.3% |
| 30D | -14.9% | -11.4% | -3.5% | -8.1% |
| 3M | -24.6% | -11.7% | -13.0% | -18.7% |
| 6M | -29.3% | -8.2% | -21.1% | -27.8% |
| YTD | -35.0% | +11.3% | -46.3% | -43.3% |
| 1Y | -39.7% | +11.0% | -50.7% | -47.4% |
| 3Y | +21.2% | +93.2% | -72.0% | -36.7% |
| 5Y | -39.9% | +54.8% | -94.7% | -61.8% |
| 10Y | +7.8% | +316.2% | -308.4% | -74.2% |
| All | +6.8% | +381.9% | -375.1% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling