+214.7%
KO vs MTUM
+595.4%
-380.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | +1.6% | -1.7% | +3.2% | +2.0% |
| 3M | +5.8% | -0.5% | +6.2% | +4.7% |
| 6M | +14.3% | +22.3% | -8.1% | +4.5% |
| YTD | +27.3% | +21.4% | +6.0% | +16.4% |
| 1Y | +33.2% | +20.0% | +13.1% | +22.0% |
| 3Y | +64.5% | +113.0% | -48.5% | +15.3% |
| 5Y | +83.1% | +77.3% | +5.8% | +37.7% |
| 10Y | +183.9% | +350.5% | -166.6% | +28.6% |
| All | +214.7% | +595.4% | -380.7% | +13.9% |
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 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