-5.4%
MCK vs MTUM
+23.8%
-29.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | -2.9% | +0.7% | -3.6% | -2.6% |
| 30D | +0.4% | -2.4% | +2.9% | -0.4% |
| 3M | +12.1% | -3.6% | +15.7% | +11.3% |
| 6M | -5.4% | +23.7% | -29.1% | -8.9% |
| All | -5.4% | +23.8% | -29.3% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling