+1,148.4%
HCA vs MTUM
+604.3%
+544.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.6% |
| 7D | +5.4% | +0.7% | +4.7% | +5.0% |
| 30D | +3.0% | -2.4% | +5.4% | +4.3% |
| 3M | +13.0% | -3.6% | +16.7% | +13.1% |
| 6M | -20.3% | +23.7% | -43.9% | -32.8% |
| YTD | -8.2% | +22.9% | -31.1% | -22.7% |
| 1Y | +6.7% | +21.8% | -15.1% | -9.9% |
| 3Y | +60.4% | +114.4% | -54.1% | -13.5% |
| 5Y | +73.4% | +79.6% | -6.1% | +6.0% |
| 10Y | +506.9% | +356.2% | +150.7% | +66.8% |
| All | +1,148.4% | +604.3% | +544.1% | +153.3% |
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