-13.0%
MP vs MTUM
+23.1%
-36.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | -0.7% | +4.1% | -4.9% | -6.0% |
| 30D | -0.7% | +0.6% | -1.3% | -1.7% |
| 3M | 0.0% | -0.6% | +0.6% | -1.8% |
| 6M | -10.0% | +25.3% | -35.3% | -40.8% |
| YTD | +7.5% | +23.8% | -16.3% | -29.0% |
| All | -13.0% | +23.1% | -36.1% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling