+316.9%
C vs MTUM
+599.3%
-282.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.9% |
| 7D | +3.6% | +1.7% | +1.9% | +2.0% |
| 30D | +0.1% | -1.7% | +1.7% | +1.4% |
| 3M | +2.4% | -6.3% | +8.8% | +6.5% |
| 6M | +24.9% | +21.8% | +3.1% | +1.3% |
| YTD | +19.8% | +22.0% | -2.2% | -2.9% |
| 1Y | +44.9% | +25.3% | +19.5% | +14.3% |
| 3Y | +263.0% | +112.1% | +150.8% | +74.0% |
| 5Y | +129.5% | +76.2% | +53.3% | +29.4% |
| 10Y | +291.6% | +340.1% | -48.5% | -19.7% |
| All | +316.9% | +599.3% | -282.4% | -48.4% |
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 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