+484.6%
MCHP vs MTUM
+604.3%
-119.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.9% |
| 30D | -6.0% | -2.4% | -3.6% | -3.1% |
| 3M | -19.7% | -3.6% | -16.0% | -15.3% |
| 6M | +14.0% | +23.7% | -9.6% | -11.8% |
| YTD | +18.4% | +22.9% | -4.5% | -8.3% |
| 1Y | +17.1% | +21.8% | -4.7% | -8.1% |
| 3Y | +0.7% | +114.4% | -113.7% | -60.0% |
| 5Y | +5.1% | +79.6% | -74.5% | -47.2% |
| 10Y | +206.3% | +356.2% | -149.9% | -42.7% |
| All | +484.6% | +604.3% | -119.8% | -26.3% |
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 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