+46.3%
LYB vs MTUM
+357.8%
-311.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.8% |
| 7D | +0.3% | +0.7% | -0.4% | -0.2% |
| 30D | +2.5% | -2.4% | +4.9% | +3.9% |
| 3M | +1.4% | -3.6% | +5.0% | +1.8% |
| 6M | -3.5% | +23.7% | -27.1% | -20.8% |
| YTD | +52.0% | +22.9% | +29.1% | +24.5% |
| 1Y | +22.1% | +21.8% | +0.3% | +0.5% |
| 3Y | -22.8% | +114.4% | -137.2% | -61.1% |
| 5Y | -3.4% | +79.6% | -82.9% | -44.2% |
| All | +46.3% | +357.8% | -311.5% | -58.5% |
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