+102.0%
META vs MTUM
+88.0%
+14.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +1.4% |
| 7D | +5.7% | -2.8% | +8.5% | +7.7% |
| 30D | -10.8% | -16.4% | +5.7% | +2.0% |
| 3M | +8.4% | -13.4% | +21.8% | +20.3% |
| 6M | +5.4% | -11.1% | +16.5% | +9.6% |
| YTD | -2.6% | +7.3% | -9.9% | -18.0% |
| 1Y | +3.5% | +8.5% | -5.0% | -14.2% |
| 3Y | +102.0% | +89.5% | +12.5% | -18.7% |
| All | +102.0% | +88.0% | +14.0% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling