+55.2%
HYG vs MTUM
+357.8%
-302.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -0.7% | -2.4% | +1.7% | -0.2% |
| 3M | -0.2% | -3.6% | +3.4% | +0.3% |
| 6M | +1.4% | +23.7% | -22.2% | -4.7% |
| YTD | +1.5% | +22.9% | -21.5% | -4.7% |
| 1Y | +2.9% | +21.8% | -18.9% | -3.2% |
| 3Y | +25.6% | +114.4% | -88.8% | -0.3% |
| 5Y | +18.6% | +79.6% | -61.0% | -2.0% |
| All | +55.2% | +357.8% | -302.6% | -8.0% |
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