+0.6%
META vs MTUM
+10.7%
-10.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -3.3% |
| 7D | -0.2% | +1.5% | -1.7% | -0.9% |
| 30D | -15.4% | -12.1% | -3.3% | -11.9% |
| 3M | +5.0% | -10.0% | +15.0% | +8.6% |
| 6M | +5.2% | -9.4% | +14.6% | +5.7% |
| YTD | -4.5% | +11.1% | -15.6% | -19.0% |
| 1Y | +0.6% | +10.8% | -10.2% | -14.5% |
| All | +0.6% | +10.7% | -10.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling