+18.9%
MCD vs MTUM
+74.9%
-56.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | -2.5% | +1.2% | -3.8% | -2.7% |
| 30D | -7.0% | -1.7% | -5.4% | -6.9% |
| 3M | -9.8% | -0.5% | -9.3% | -10.4% |
| 6M | -21.8% | +22.3% | -44.1% | -26.4% |
| YTD | -15.6% | +21.4% | -36.9% | -20.6% |
| 1Y | -15.2% | +20.0% | -35.2% | -20.1% |
| 3Y | -2.6% | +113.0% | -115.5% | -27.0% |
| 5Y | +18.9% | +77.3% | -58.4% | -6.9% |
| All | +18.9% | +74.9% | -56.1% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling