+373.6%
MET vs MTUM
+604.3%
-230.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.6% |
| 7D | -0.5% | +0.7% | -1.2% | -1.1% |
| 30D | +0.5% | -2.4% | +2.9% | +2.1% |
| 3M | +11.6% | -3.6% | +15.2% | +12.0% |
| 6M | +40.8% | +23.7% | +17.1% | +13.0% |
| YTD | +25.7% | +22.9% | +2.8% | +0.9% |
| 1Y | +24.4% | +21.8% | +2.6% | +0.4% |
| 3Y | +67.5% | +114.4% | -47.0% | -19.6% |
| 5Y | +85.8% | +79.6% | +6.3% | +3.4% |
| 10Y | +246.8% | +356.2% | -109.5% | -28.6% |
| All | +373.6% | +604.3% | -230.8% | -40.0% |
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