+43.7%
LULU vs MTUM
+604.3%
-560.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.1% |
| 7D | -1.6% | +0.7% | -2.3% | -2.2% |
| 30D | -18.1% | -2.4% | -15.7% | -17.0% |
| 3M | -18.8% | -3.6% | -15.1% | -19.3% |
| 6M | -39.2% | +23.7% | -62.9% | -52.3% |
| YTD | -52.4% | +22.9% | -75.3% | -62.6% |
| 1Y | -40.3% | +21.8% | -62.1% | -52.8% |
| 3Y | -75.1% | +114.4% | -189.5% | -88.8% |
| 5Y | -76.7% | +79.6% | -156.3% | -87.5% |
| 10Y | +52.7% | +356.2% | -303.5% | -63.9% |
| All | +43.7% | +604.3% | -560.6% | -77.4% |
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 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