+124.1%
LYB vs MTUM
+604.3%
-480.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.8% |
| 7D | +0.3% | +0.7% | -0.4% | -0.3% |
| 30D | +2.5% | -2.4% | +4.9% | +4.0% |
| 3M | +1.4% | -3.6% | +5.0% | +1.8% |
| 6M | -3.5% | +23.7% | -27.1% | -21.7% |
| YTD | +52.0% | +22.9% | +29.1% | +23.1% |
| 1Y | +22.1% | +21.8% | +0.3% | -0.6% |
| 3Y | -22.8% | +114.4% | -137.2% | -62.2% |
| 5Y | -3.4% | +79.6% | -82.9% | -45.6% |
| 10Y | +47.4% | +356.2% | -308.9% | -67.0% |
| All | +124.1% | +604.3% | -480.2% | -66.0% |
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