+1,029.4%
MDB vs MTUM
+246.3%
+783.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -4.8% |
| 7D | -1.8% | +0.7% | -2.5% | -3.0% |
| 30D | -17.3% | -2.4% | -14.8% | -15.2% |
| 3M | +2.2% | -3.6% | +5.8% | +2.0% |
| 6M | +33.9% | +23.7% | +10.2% | -9.3% |
| YTD | -13.7% | +22.9% | -36.6% | -40.6% |
| 1Y | +9.1% | +21.8% | -12.7% | -23.9% |
| 3Y | -8.1% | +114.4% | -122.6% | -71.5% |
| 5Y | -25.9% | +79.6% | -105.5% | -68.3% |
| All | +1,029.4% | +246.3% | +783.1% | +138.3% |
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 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