+832.3%
MAR vs MTUM
+609.5%
+222.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.5% | +4.1% | -4.6% | -3.4% |
| 30D | -4.7% | +0.6% | -5.3% | -5.3% |
| 3M | -15.6% | -0.6% | -15.0% | -17.1% |
| 6M | +1.2% | +25.3% | -24.1% | -17.8% |
| YTD | +7.5% | +23.8% | -16.3% | -12.3% |
| 1Y | +26.6% | +25.4% | +1.2% | +1.7% |
| 3Y | +66.0% | +117.3% | -51.3% | -15.6% |
| 5Y | +154.1% | +79.7% | +74.4% | +50.3% |
| 10Y | +441.9% | +359.6% | +82.3% | +33.6% |
| All | +832.3% | +609.5% | +222.8% | +58.9% |
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