-2.6%
MCD vs MTUM
+116.3%
-118.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | +4.1% | -7.0% | -2.8% |
| 30D | -6.7% | +0.6% | -7.4% | -6.7% |
| 3M | -9.6% | -0.6% | -8.9% | -9.8% |
| 6M | -22.3% | +25.3% | -47.7% | -24.1% |
| YTD | -15.4% | +23.8% | -39.2% | -17.4% |
| 1Y | -16.8% | +25.4% | -42.2% | -18.9% |
| All | -2.6% | +116.3% | -118.9% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling