+1,549.9%
LLY vs MTUM
+357.8%
+1,192.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.3% |
| 30D | -8.4% | -2.4% | -6.0% | -7.6% |
| 3M | -3.8% | -3.6% | -0.1% | -3.6% |
| 6M | +11.9% | +23.7% | -11.7% | -3.0% |
| YTD | +4.3% | +22.9% | -18.6% | -9.8% |
| 1Y | +48.5% | +21.8% | +26.7% | +28.7% |
| 3Y | +91.2% | +114.4% | -23.2% | +18.5% |
| 5Y | +387.5% | +79.6% | +307.9% | +229.5% |
| All | +1,549.9% | +357.8% | +1,192.1% | +541.4% |
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 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