+257.9%
MCD vs MTUM
+608.1%
-350.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.5% |
| 7D | -2.0% | +4.1% | -6.1% | -3.6% |
| 30D | -6.1% | -0.2% | -5.9% | -6.2% |
| 3M | -7.3% | -1.9% | -5.3% | -7.8% |
| 6M | -20.9% | +28.1% | -49.0% | -31.1% |
| YTD | -14.7% | +23.6% | -38.2% | -24.7% |
| 1Y | -16.1% | +26.1% | -42.2% | -26.9% |
| 3Y | -1.5% | +116.8% | -118.3% | -37.8% |
| 5Y | +20.4% | +80.0% | -59.6% | -16.5% |
| 10Y | +180.0% | +346.4% | -166.4% | +7.0% |
| All | +257.9% | +608.1% | -350.2% | +9.2% |
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