+852.3%
MNST vs MTUM
+599.3%
+252.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.7% |
| 7D | -6.5% | +1.7% | -8.2% | -7.4% |
| 30D | -7.2% | -1.7% | -5.6% | -6.6% |
| 3M | -1.0% | -6.3% | +5.3% | +0.9% |
| 6M | +11.5% | +21.8% | -10.4% | -4.2% |
| YTD | +14.3% | +22.0% | -7.7% | -2.3% |
| 1Y | +38.1% | +25.3% | +12.8% | +15.4% |
| 3Y | +55.0% | +112.1% | -57.2% | -15.0% |
| 5Y | +79.6% | +76.2% | +3.4% | +12.4% |
| 10Y | +241.8% | +340.1% | -98.4% | -3.3% |
| All | +852.3% | +599.3% | +252.9% | +75.5% |
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