+427.0%
MCK vs MTUM
+357.8%
+69.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | +0.4% | -2.4% | +2.9% | +1.2% |
| 3M | +12.1% | -3.6% | +15.7% | +12.2% |
| 6M | -5.4% | +23.7% | -29.1% | -16.4% |
| YTD | +7.8% | +22.9% | -15.1% | -4.6% |
| 1Y | +22.9% | +21.8% | +1.2% | +9.0% |
| 3Y | +110.7% | +114.4% | -3.7% | +33.9% |
| 5Y | +346.2% | +79.6% | +266.6% | +210.5% |
| All | +427.0% | +357.8% | +69.2% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling