+31.8%
MCK vs MTUM
+26.3%
+5.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.0% |
| 7D | +1.7% | +1.7% | 0.0% | +2.2% |
| 30D | +3.6% | -1.7% | +5.3% | +3.3% |
| 3M | +20.1% | -6.3% | +26.4% | +19.2% |
| 6M | -7.0% | +21.8% | -28.9% | -9.9% |
| YTD | +11.0% | +22.0% | -11.0% | +8.5% |
| 1Y | +31.8% | +25.3% | +6.5% | +28.0% |
| All | +31.8% | +26.3% | +5.5% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling