+67.5%
MET vs MTUM
+114.7%
-47.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | +0.5% | -2.4% | +2.9% | +1.4% |
| 3M | +11.6% | -3.6% | +15.2% | +11.7% |
| 6M | +40.8% | +23.7% | +17.1% | +20.1% |
| YTD | +25.7% | +22.9% | +2.8% | +7.3% |
| 1Y | +24.4% | +21.8% | +2.6% | +6.7% |
| 3Y | +67.5% | +114.4% | -47.0% | +3.8% |
| All | +67.5% | +114.7% | -47.3% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling