-23.5%
MDB vs MTUM
+74.9%
-98.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +6.8% |
| 7D | -2.8% | +1.2% | -4.0% | -4.6% |
| 30D | -14.9% | -1.7% | -13.2% | -13.6% |
| 3M | +7.3% | -0.5% | +7.8% | +1.6% |
| 6M | +38.2% | +22.3% | +15.8% | -8.5% |
| YTD | -10.9% | +21.4% | -32.3% | -39.9% |
| 1Y | +11.6% | +20.0% | -8.4% | -23.3% |
| 3Y | -0.9% | +113.0% | -113.9% | -75.1% |
| 5Y | -23.5% | +77.3% | -100.8% | -70.8% |
| All | -23.5% | +74.9% | -98.5% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling