+34.3%
IR vs MTUM
+74.9%
-40.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -4.0% |
| 30D | -14.0% | -1.7% | -12.3% | -13.0% |
| 3M | +3.7% | -0.5% | +4.2% | +2.0% |
| 6M | -15.4% | +22.3% | -37.7% | -31.2% |
| YTD | -7.7% | +21.4% | -29.0% | -24.6% |
| 1Y | -8.8% | +20.0% | -28.8% | -25.0% |
| 3Y | +5.6% | +113.0% | -107.4% | -49.5% |
| 5Y | +34.3% | +77.3% | -43.0% | -26.9% |
| All | +34.3% | +74.9% | -40.6% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling