+132.3%
HON vs MTUM
+357.8%
-225.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.7% |
| 7D | -3.5% | +0.7% | -4.2% | -3.9% |
| 30D | -13.8% | -2.4% | -11.3% | -12.5% |
| 3M | -11.7% | -3.6% | -8.0% | -10.8% |
| 6M | -18.7% | +23.7% | -42.4% | -30.5% |
| YTD | +0.2% | +22.9% | -22.7% | -14.2% |
| 1Y | -3.1% | +21.8% | -24.8% | -16.8% |
| 3Y | +17.0% | +114.4% | -97.5% | -33.7% |
| 5Y | +2.0% | +79.6% | -77.5% | -35.1% |
| All | +132.3% | +357.8% | -225.5% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling