+990.2%
IBKR vs MTUM
+357.8%
+632.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.1% |
| 7D | -1.3% | +0.7% | -2.1% | -2.0% |
| 30D | -0.2% | -2.4% | +2.2% | +2.0% |
| 3M | +3.0% | -3.6% | +6.6% | +5.0% |
| 6M | +33.9% | +23.7% | +10.2% | +8.7% |
| YTD | +42.5% | +22.9% | +19.6% | +16.7% |
| 1Y | +44.9% | +21.8% | +23.1% | +20.1% |
| 3Y | +293.0% | +114.4% | +178.6% | +103.8% |
| 5Y | +497.7% | +79.6% | +418.1% | +257.9% |
| All | +990.2% | +357.8% | +632.4% | +218.9% |
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