-3.0%
MDLN vs MTUM
-74.7%
+71.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -77.1% | +75.6% | -0.9% |
| 7D | +24.2% | -79.0% | +103.3% | +24.5% |
| 30D | +11.8% | -80.7% | +92.5% | +12.0% |
| 3M | +8.4% | -79.8% | +88.2% | +8.8% |
| 6M | -12.3% | -78.4% | +66.2% | -14.0% |
| YTD | -5.3% | -74.9% | +69.6% | -11.4% |
| All | -3.0% | -74.7% | +71.7% | -9.4% |
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