+284.9%
IR vs MTUM
+298.8%
-13.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.6% |
| 7D | +0.6% | +4.1% | -3.5% | -2.4% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | +3.7% | -1.9% | +5.6% | +3.6% |
| 6M | -13.1% | +28.1% | -41.1% | -30.5% |
| YTD | -5.1% | +23.6% | -28.7% | -22.1% |
| 1Y | -6.5% | +26.1% | -32.6% | -24.7% |
| 3Y | +8.5% | +116.8% | -108.3% | -43.9% |
| 5Y | +43.3% | +80.0% | -36.7% | -14.6% |
| All | +284.9% | +298.8% | -13.9% | +28.5% |
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