+310.6%
IJH vs MTUM
+604.3%
-293.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.2% |
| 7D | -1.9% | +0.7% | -2.6% | -2.4% |
| 30D | -4.6% | -2.4% | -2.2% | -3.0% |
| 3M | -1.2% | -3.6% | +2.5% | +0.2% |
| 6M | +9.4% | +23.7% | -14.3% | -9.8% |
| YTD | +13.3% | +22.9% | -9.6% | -6.4% |
| 1Y | +13.4% | +21.8% | -8.4% | -5.8% |
| 3Y | +50.4% | +114.4% | -64.0% | -22.8% |
| 5Y | +49.0% | +79.6% | -30.6% | -12.0% |
| 10Y | +182.6% | +356.2% | -173.7% | -26.7% |
| All | +310.6% | +604.3% | -293.7% | -25.9% |
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 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