-0.1%
LIN vs MTUM
+26.2%
-26.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.0% | +4.1% | -8.1% | -3.8% |
| 30D | -4.9% | +0.6% | -5.6% | -4.9% |
| 3M | -9.2% | -0.6% | -8.6% | -9.3% |
| 6M | -2.6% | +25.3% | -27.9% | -2.1% |
| YTD | +10.5% | +23.8% | -13.3% | +11.2% |
| 1Y | -0.1% | +25.4% | -25.5% | +0.2% |
| All | -0.1% | +26.2% | -26.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling