+64.4%
LIN vs MTUM
+46.8%
+17.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.9% |
| 30D | +7.6% | -16.4% | +24.0% | +14.5% |
| 3M | +6.5% | -13.4% | +19.9% | +11.5% |
| 6M | +6.2% | -11.1% | +17.3% | +8.2% |
| YTD | +23.2% | +7.3% | +15.9% | +13.6% |
| 1Y | +25.4% | +8.5% | +16.9% | +14.6% |
| 3Y | +38.3% | +89.5% | -51.3% | -15.3% |
| 5Y | +64.4% | +48.7% | +15.7% | +12.4% |
| All | +64.4% | +46.8% | +17.7% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling