+102.7%
MO vs MTUM
+78.7%
+24.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +7.1% | -2.4% | +9.6% | +7.2% |
| 3M | -2.0% | -3.6% | +1.7% | -1.8% |
| 6M | +7.3% | +23.7% | -16.4% | +4.7% |
| YTD | +23.5% | +22.9% | +0.5% | +20.4% |
| 1Y | +11.0% | +21.8% | -10.8% | +8.4% |
| 3Y | +95.0% | +114.4% | -19.5% | +66.2% |
| All | +102.7% | +78.7% | +24.1% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling