+110.9%
MO vs MTUM
+357.8%
-247.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +7.1% | -2.4% | +9.6% | +7.7% |
| 3M | -2.0% | -3.6% | +1.7% | -1.8% |
| 6M | +7.3% | +23.7% | -16.4% | -1.0% |
| YTD | +23.5% | +22.9% | +0.5% | +13.8% |
| 1Y | +11.0% | +21.8% | -10.8% | +2.5% |
| 3Y | +95.0% | +114.4% | -19.5% | +41.5% |
| 5Y | +100.6% | +79.6% | +21.1% | +54.6% |
| All | +110.9% | +357.8% | -247.0% | -10.7% |
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