+2,321.9%
META vs MTUM
+599.3%
+1,722.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.8% |
| 7D | +6.7% | +1.7% | +5.0% | +4.9% |
| 30D | +4.8% | -1.7% | +6.4% | +6.2% |
| 3M | -1.6% | -6.3% | +4.7% | +1.4% |
| 6M | -7.5% | +21.8% | -29.3% | -29.0% |
| YTD | -6.4% | +22.0% | -28.4% | -28.6% |
| 1Y | -17.3% | +25.3% | -42.7% | -38.8% |
| 3Y | +109.9% | +112.1% | -2.2% | -12.4% |
| 5Y | +65.4% | +76.2% | -10.9% | -14.2% |
| 10Y | +391.8% | +340.1% | +51.7% | -16.8% |
| All | +2,321.9% | +599.3% | +1,722.6% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling