+53.1%
MMM vs MTUM
+357.8%
-304.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.5% |
| 30D | -9.8% | -2.4% | -7.4% | -8.7% |
| 3M | +4.9% | -3.6% | +8.6% | +6.0% |
| 6M | +7.3% | +23.7% | -16.3% | -6.9% |
| YTD | +4.5% | +22.9% | -18.4% | -9.3% |
| 1Y | +5.4% | +21.8% | -16.4% | -8.2% |
| 3Y | +98.6% | +114.4% | -15.9% | +23.3% |
| 5Y | +27.4% | +79.6% | -52.2% | -13.5% |
| All | +53.1% | +357.8% | -304.7% | -45.3% |
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