-9.1%
MDB vs MTUM
+116.3%
-125.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -4.5% | +4.1% | -8.7% | -8.2% |
| 30D | -14.0% | +0.6% | -14.6% | -14.8% |
| 3M | +5.3% | -0.6% | +6.0% | +1.6% |
| 6M | +31.9% | +25.3% | +6.5% | -8.1% |
| YTD | -14.6% | +23.8% | -38.4% | -39.0% |
| 1Y | +8.2% | +25.4% | -17.1% | -24.0% |
| All | -9.1% | +116.3% | -125.4% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling