+369.0%
LIN vs MTUM
+349.9%
+19.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.0% | +4.1% | -8.1% | -6.2% |
| 30D | -4.9% | +0.6% | -5.6% | -5.5% |
| 3M | -9.2% | -0.6% | -8.6% | -10.4% |
| 6M | -2.6% | +25.3% | -27.9% | -17.8% |
| YTD | +10.5% | +23.8% | -13.3% | -6.5% |
| 1Y | -0.1% | +25.4% | -25.5% | -16.6% |
| 3Y | +25.4% | +117.3% | -91.9% | -31.3% |
| 5Y | +59.7% | +79.7% | -20.0% | -0.2% |
| 10Y | +369.0% | +359.6% | +9.4% | +37.1% |
| All | +369.0% | +349.9% | +19.1% | +37.1% |
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