+37.0%
MDT vs MTUM
+357.8%
-320.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | -3.4% | +0.7% | -4.1% | -3.8% |
| 30D | +0.2% | -2.4% | +2.7% | +1.2% |
| 3M | +14.3% | -3.6% | +17.9% | +14.4% |
| 6M | +4.0% | +23.7% | -19.7% | -9.3% |
| YTD | -3.7% | +22.9% | -26.6% | -16.0% |
| 1Y | -0.4% | +21.8% | -22.1% | -12.9% |
| 3Y | +23.3% | +114.4% | -91.1% | -25.2% |
| 5Y | -18.9% | +79.6% | -98.4% | -45.6% |
| All | +37.0% | +357.8% | -320.8% | -55.3% |
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