-6.4%
ICE vs MTUM
+26.3%
-32.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -1.8% |
| 7D | -0.7% | +1.7% | -2.4% | -0.4% |
| 30D | +7.6% | -1.7% | +9.3% | +7.4% |
| 3M | +13.9% | -6.3% | +20.3% | +13.0% |
| 6M | -2.4% | +21.8% | -24.2% | -6.0% |
| YTD | +0.3% | +22.0% | -21.8% | -3.5% |
| 1Y | -6.4% | +25.3% | -31.8% | -9.6% |
| All | -6.4% | +26.3% | -32.7% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling