+251.2%
MNST vs MTUM
+357.8%
-106.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | -5.6% | -2.4% | -3.2% | -4.6% |
| 3M | -5.7% | -3.6% | -2.0% | -5.2% |
| 6M | +12.0% | +23.7% | -11.7% | -3.7% |
| YTD | +13.2% | +22.9% | -9.7% | -2.7% |
| 1Y | +36.1% | +21.8% | +14.3% | +17.1% |
| 3Y | +52.9% | +114.4% | -61.6% | -14.3% |
| 5Y | +81.0% | +79.6% | +1.4% | +14.7% |
| All | +251.2% | +357.8% | -106.6% | -1.0% |
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