+213.7%
ICE vs MTUM
+357.8%
-144.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | +4.0% | -2.4% | +6.5% | +5.1% |
| 3M | +13.7% | -3.6% | +17.3% | +13.8% |
| 6M | +0.9% | +23.7% | -22.7% | -13.9% |
| YTD | -2.1% | +22.9% | -25.0% | -16.4% |
| 1Y | -9.5% | +21.8% | -31.3% | -22.5% |
| 3Y | +42.1% | +114.4% | -72.4% | -18.4% |
| 5Y | +41.4% | +79.6% | -38.2% | -9.3% |
| All | +213.7% | +357.8% | -144.2% | +8.3% |
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