+8.6%
MCD vs MTUM
+89.8%
-81.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.7% |
| 7D | -1.6% | +6.6% | -8.3% | -1.3% |
| 30D | +14.1% | -10.8% | +24.9% | +13.6% |
| 3M | +0.6% | -13.8% | +14.4% | 0.0% |
| 6M | 0.0% | -10.7% | +10.7% | -0.9% |
| YTD | -9.3% | +9.1% | -18.3% | -11.5% |
| 1Y | -9.3% | +11.4% | -20.7% | -11.7% |
| 3Y | +8.6% | +88.8% | -80.2% | -7.7% |
| All | +8.6% | +89.8% | -81.2% | -7.7% |
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