+413.2%
MP vs MTUM
+149.0%
+264.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -3.1% |
| 7D | -4.6% | +1.2% | -5.8% | -5.9% |
| 30D | -7.1% | -1.7% | -5.4% | -5.2% |
| 3M | -4.0% | -0.5% | -3.5% | -3.8% |
| 6M | -16.7% | +22.3% | -39.0% | -34.4% |
| YTD | +1.6% | +21.4% | -19.8% | -19.0% |
| 1Y | -17.8% | +20.0% | -37.8% | -33.1% |
| 3Y | +139.6% | +113.0% | +26.6% | -9.7% |
| 5Y | +50.5% | +77.3% | -26.8% | -25.1% |
| All | +413.2% | +149.0% | +264.2% | +125.2% |
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 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