-38.3%
GRAB vs MTUM
+1.2%
-39.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.2% | +11.8% | +5.6% |
| 7D | +26.1% | -16.1% | +42.2% | +32.2% |
| 30D | +13.4% | -22.8% | +36.2% | +22.5% |
| 3M | -7.0% | -19.1% | +12.1% | -1.2% |
| 6M | -5.4% | -13.7% | +8.3% | -7.8% |
| YTD | -30.3% | +0.4% | -30.7% | -41.3% |
| 1Y | -38.3% | +0.8% | -39.1% | -48.5% |
| All | -38.3% | +1.2% | -39.5% | -48.5% |
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 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