+237.0%
HOOD vs MTUM
+86.7%
+150.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -5.9% |
| 7D | +13.4% | +4.1% | +9.3% | +6.3% |
| 30D | +25.8% | -0.2% | +26.0% | +25.9% |
| 3M | +38.0% | -1.9% | +39.9% | +35.6% |
| 6M | +52.2% | +28.1% | +24.1% | -8.6% |
| YTD | +3.7% | +23.6% | -19.8% | -32.8% |
| 1Y | +0.1% | +26.1% | -26.1% | -36.2% |
| 3Y | +992.6% | +116.8% | +875.7% | +216.8% |
| 5Y | +193.0% | +80.0% | +113.0% | +20.1% |
| All | +237.0% | +86.7% | +150.3% | +36.4% |
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