+60.8%
LIN vs MTUM
+78.8%
-17.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.4% |
| 7D | -3.5% | +4.1% | -7.6% | -5.0% |
| 30D | -4.1% | -0.2% | -3.9% | -4.2% |
| 3M | -6.4% | -1.9% | -4.5% | -6.7% |
| 6M | -2.4% | +28.1% | -30.5% | -15.6% |
| YTD | +10.9% | +23.6% | -12.6% | -2.6% |
| 1Y | 0.0% | +26.1% | -26.1% | -13.5% |
| 3Y | +25.8% | +116.8% | -91.0% | -26.3% |
| 5Y | +60.8% | +80.0% | -19.2% | +2.3% |
| All | +60.8% | +78.8% | -17.9% | +2.3% |
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