+158.5%
MP vs MTUM
+117.2%
+41.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +0.3% |
| 7D | +3.0% | +4.1% | -1.1% | -1.1% |
| 30D | +8.3% | -0.2% | +8.5% | +8.5% |
| 3M | -3.8% | -1.9% | -1.9% | -2.2% |
| 6M | -4.9% | +28.1% | -33.0% | -24.8% |
| YTD | +9.6% | +23.6% | -14.0% | -10.2% |
| 1Y | -11.7% | +26.1% | -37.8% | -28.5% |
| 3Y | +158.5% | +116.8% | +41.7% | +23.3% |
| All | +158.5% | +117.2% | +41.3% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling