+295.9%
HON vs MTUM
+595.4%
-299.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.1% |
| 7D | -2.6% | +1.2% | -3.9% | -3.4% |
| 30D | -11.9% | -1.7% | -10.2% | -11.0% |
| 3M | -6.1% | -0.5% | -5.6% | -7.1% |
| 6M | -19.2% | +22.3% | -41.5% | -31.1% |
| YTD | +0.2% | +21.4% | -21.2% | -14.4% |
| 1Y | -1.5% | +20.0% | -21.5% | -15.4% |
| 3Y | +17.9% | +113.0% | -95.0% | -35.0% |
| 5Y | +1.9% | +77.3% | -75.3% | -36.3% |
| 10Y | +135.2% | +350.5% | -215.3% | -37.1% |
| All | +295.9% | +595.4% | -299.5% | -28.8% |
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