+433.3%
META vs MTUM
+315.0%
+118.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -5.5% |
| 7D | -0.2% | +1.5% | -1.7% | -2.1% |
| 30D | -15.4% | -12.1% | -3.3% | -5.1% |
| 3M | +5.0% | -10.0% | +15.0% | +14.7% |
| 6M | +5.2% | -9.4% | +14.6% | +9.8% |
| YTD | -4.5% | +11.1% | -15.6% | -20.1% |
| 1Y | +0.6% | +10.8% | -10.2% | -15.7% |
| 3Y | +93.1% | +92.9% | +0.1% | -9.2% |
| 5Y | +93.7% | +55.2% | +38.4% | +15.5% |
| 10Y | +433.3% | +315.6% | +117.7% | +2.3% |
| All | +433.3% | +315.0% | +118.3% | +2.3% |
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