-18.2%
MDT vs MTUM
+78.7%
-96.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | +0.2% | -2.4% | +2.7% | +0.7% |
| 3M | +14.3% | -3.6% | +17.9% | +14.3% |
| 6M | +4.0% | +23.7% | -19.7% | -4.6% |
| YTD | -3.7% | +22.9% | -26.6% | -11.7% |
| 1Y | -0.4% | +21.8% | -22.1% | -8.5% |
| 3Y | +23.3% | +114.4% | -91.1% | -13.0% |
| All | -18.2% | +78.7% | -96.8% | -38.8% |
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