+33.4%
MARA vs MTUM
+22.8%
+10.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -1.4% |
| 7D | -1.5% | +1.2% | -2.7% | -3.1% |
| 30D | +18.1% | -1.7% | +19.8% | +21.1% |
| 3M | -9.4% | -0.5% | -9.0% | -12.2% |
| 6M | +33.4% | +22.3% | +11.0% | +7.3% |
| All | +33.4% | +22.8% | +10.6% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling