+66.9%
IYR vs MTUM
+357.8%
-290.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | -2.7% | -2.4% | -0.2% | -1.5% |
| 3M | -2.1% | -3.6% | +1.5% | -1.7% |
| 6M | +3.6% | +23.7% | -20.1% | -10.7% |
| YTD | +8.1% | +22.9% | -14.8% | -6.8% |
| 1Y | +4.7% | +21.8% | -17.0% | -9.5% |
| 3Y | +29.1% | +114.4% | -85.3% | -24.0% |
| 5Y | +6.9% | +79.6% | -72.6% | -30.1% |
| All | +66.9% | +357.8% | -290.9% | -43.5% |
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 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