+28.4%
LIN vs MTUM
+115.2%
-86.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -2.1% | +1.7% | -3.8% | -2.5% |
| 30D | -2.4% | -1.7% | -0.8% | -2.2% |
| 3M | -5.6% | -6.3% | +0.8% | -4.7% |
| 6M | -3.4% | +21.8% | -25.2% | -9.8% |
| YTD | +13.1% | +22.0% | -8.9% | +5.3% |
| 1Y | +2.5% | +25.3% | -22.9% | -5.7% |
| All | +28.4% | +115.2% | -86.9% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling