+177.9%
MDT vs MTUM
+595.4%
-417.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.7% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | +1.0% | -1.7% | +2.7% | +1.7% |
| 3M | +15.2% | -0.5% | +15.7% | +13.1% |
| 6M | +3.7% | +22.3% | -18.7% | -10.2% |
| YTD | -3.0% | +21.4% | -24.3% | -15.9% |
| 1Y | +2.5% | +20.0% | -17.6% | -10.9% |
| 3Y | +26.5% | +113.0% | -86.5% | -26.0% |
| 5Y | -18.3% | +77.3% | -95.6% | -46.7% |
| 10Y | +40.2% | +350.5% | -310.3% | -58.7% |
| All | +177.9% | +595.4% | -417.5% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling