+45.8%
MNST vs MTUM
+9.7%
+36.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.3% |
| 7D | +6.8% | -10.1% | +16.9% | +7.0% |
| 30D | +12.0% | -15.6% | +27.6% | +12.7% |
| 3M | +3.5% | -12.7% | +16.3% | +3.8% |
| 6M | +29.7% | -3.7% | +33.4% | +24.8% |
| YTD | +27.2% | +9.4% | +17.7% | +17.8% |
| 1Y | +45.8% | +10.2% | +35.6% | +34.2% |
| All | +45.8% | +9.7% | +36.1% | +34.2% |
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