+5.6%
META vs MTUM
+9.1%
-3.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.6% |
| 7D | +5.2% | +6.6% | -1.4% | +2.7% |
| 30D | -13.0% | -10.8% | -2.2% | -9.8% |
| 3M | +7.9% | -13.8% | +21.7% | +13.1% |
| 6M | +4.2% | -10.7% | +14.9% | +5.0% |
| YTD | -2.5% | +9.1% | -11.6% | -17.2% |
| 1Y | +5.6% | +11.4% | -5.8% | -11.7% |
| All | +5.6% | +9.1% | -3.6% | -11.7% |
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