+134.9%
C vs MTUM
+78.5%
+56.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +2.6% | +4.1% | -1.5% | -0.5% |
| 30D | +1.9% | +0.6% | +1.3% | +1.3% |
| 3M | +2.8% | -0.6% | +3.4% | +1.8% |
| 6M | +30.6% | +25.3% | +5.2% | +5.9% |
| YTD | +19.9% | +23.8% | -3.9% | -1.7% |
| 1Y | +44.6% | +25.4% | +19.2% | +17.2% |
| 3Y | +272.1% | +117.3% | +154.9% | +96.4% |
| All | +134.9% | +78.5% | +56.5% | +34.4% |
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