-10.8%
MDLN vs MTUM
+23.0%
-33.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +3.7% | +1.7% | +2.0% | +3.8% |
| 30D | -0.2% | -1.7% | +1.4% | -0.2% |
| 3M | +6.2% | -6.3% | +12.6% | +5.4% |
| 6M | -14.7% | +21.8% | -36.5% | -20.7% |
| YTD | -12.9% | +22.0% | -34.9% | -18.8% |
| All | -10.8% | +23.0% | -33.7% | -16.9% |
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 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