+418.8%
META vs MTUM
+349.9%
+68.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.4% |
| 7D | +10.3% | +4.1% | +6.1% | +6.1% |
| 30D | +9.9% | +0.6% | +9.2% | +8.9% |
| 3M | +11.9% | -0.6% | +12.6% | +8.7% |
| 6M | +1.2% | +25.3% | -24.2% | -23.7% |
| YTD | -0.8% | +23.8% | -24.6% | -24.4% |
| 1Y | -14.3% | +25.4% | -39.7% | -35.7% |
| 3Y | +121.4% | +117.3% | +4.1% | -6.0% |
| 5Y | +74.5% | +79.7% | -5.2% | -8.7% |
| 10Y | +418.8% | +359.6% | +59.2% | -3.8% |
| All | +418.8% | +349.9% | +68.9% | -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 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