+179.3%
KO vs MTUM
+357.8%
-178.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | +1.8% | -2.4% | +4.3% | +2.4% |
| 3M | +7.7% | -3.6% | +11.3% | +7.9% |
| 6M | +15.3% | +23.7% | -8.4% | +5.7% |
| YTD | +28.0% | +22.9% | +5.1% | +17.3% |
| 1Y | +34.3% | +21.8% | +12.5% | +23.2% |
| 3Y | +63.8% | +114.4% | -50.7% | +16.3% |
| 5Y | +84.1% | +79.6% | +4.5% | +39.7% |
| All | +179.3% | +357.8% | -178.5% | +26.3% |
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