+17.5%
LUV vs MTUM
+357.8%
-340.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.5% |
| 30D | -12.4% | -2.4% | -9.9% | -10.9% |
| 3M | -11.0% | -3.6% | -7.3% | -9.8% |
| 6M | -5.0% | +23.7% | -28.6% | -19.8% |
| YTD | -3.8% | +22.9% | -26.7% | -18.6% |
| 1Y | +25.9% | +21.8% | +4.2% | +7.2% |
| 3Y | +42.2% | +114.4% | -72.2% | -19.8% |
| 5Y | -10.8% | +79.6% | -90.3% | -43.6% |
| All | +17.5% | +357.8% | -340.4% | -64.7% |
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 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