-7.7%
MDB vs MTUM
+9.7%
-17.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.1% |
| 7D | -16.5% | -10.1% | -6.4% | -12.0% |
| 30D | -8.6% | -15.6% | +7.0% | -1.5% |
| 3M | -13.6% | -12.7% | -0.8% | -7.9% |
| 6M | +24.1% | -3.7% | +27.8% | +16.9% |
| YTD | -21.8% | +9.4% | -31.2% | -35.2% |
| 1Y | -7.7% | +10.2% | -17.9% | -24.5% |
| All | -7.7% | +9.7% | -17.4% | -24.5% |
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