+572.5%
LOW vs MTUM
+604.3%
-31.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.8% |
| 7D | -3.7% | +0.7% | -4.4% | -4.3% |
| 30D | -8.9% | -2.4% | -6.4% | -7.5% |
| 3M | -10.4% | -3.6% | -6.8% | -10.0% |
| 6M | -19.4% | +23.7% | -43.1% | -33.8% |
| YTD | -17.1% | +22.9% | -40.0% | -32.0% |
| 1Y | -26.3% | +21.8% | -48.0% | -39.3% |
| 3Y | -9.9% | +114.4% | -124.3% | -55.1% |
| 5Y | +6.1% | +79.6% | -73.4% | -39.1% |
| 10Y | +230.8% | +356.2% | -125.4% | -18.8% |
| All | +572.5% | +604.3% | -31.8% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling