+978.3%
JPM vs MTUM
+595.4%
+382.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.1% |
| 7D | -2.3% | +1.2% | -3.6% | -3.3% |
| 30D | -2.3% | -1.7% | -0.7% | -1.4% |
| 3M | +14.9% | -0.5% | +15.4% | +13.0% |
| 6M | +23.6% | +22.3% | +1.3% | +2.7% |
| YTD | +11.3% | +21.4% | -10.1% | -7.2% |
| 1Y | +19.9% | +20.0% | -0.1% | +0.7% |
| 3Y | +162.6% | +113.0% | +49.6% | +37.6% |
| 5Y | +154.6% | +77.3% | +77.3% | +53.2% |
| 10Y | +589.9% | +350.5% | +239.4% | +68.7% |
| All | +978.3% | +595.4% | +382.9% | +84.4% |
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