+243.8%
MET vs MTUM
+357.8%
-114.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.5% |
| 7D | -0.5% | +0.7% | -1.2% | -1.1% |
| 30D | +0.5% | -2.4% | +2.9% | +2.0% |
| 3M | +11.6% | -3.6% | +15.2% | +12.0% |
| 6M | +40.8% | +23.7% | +17.1% | +14.3% |
| YTD | +25.7% | +22.9% | +2.8% | +2.1% |
| 1Y | +24.4% | +21.8% | +2.6% | +1.5% |
| 3Y | +67.5% | +114.4% | -47.0% | -16.7% |
| 5Y | +85.8% | +79.6% | +6.3% | +6.6% |
| All | +243.8% | +357.8% | -114.0% | -4.3% |
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