+26.0%
C vs MTUM
+9.7%
+16.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.6% |
| 7D | +1.1% | -10.1% | +11.2% | +6.4% |
| 30D | -2.4% | -15.6% | +13.1% | +6.1% |
| 3M | -8.4% | -12.7% | +4.4% | -2.2% |
| 6M | +0.3% | -3.7% | +4.1% | -3.8% |
| YTD | +9.1% | +9.4% | -0.3% | -7.6% |
| 1Y | +26.0% | +10.2% | +15.8% | +5.9% |
| All | +26.0% | +9.7% | +16.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling