-6.1%
MP vs MTUM
+49.3%
-55.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | -2.5% |
| 7D | -3.6% | -4.1% | +0.5% | +1.0% |
| 30D | -21.0% | -16.6% | -4.4% | -2.2% |
| 3M | -33.3% | -13.0% | -20.3% | -21.6% |
| 6M | -45.9% | -11.3% | -34.6% | -38.2% |
| YTD | -27.8% | +7.1% | -34.9% | -33.9% |
| 1Y | -43.2% | +6.4% | -49.6% | -47.3% |
| 3Y | +144.0% | +85.9% | +58.1% | +2.0% |
| 5Y | -6.1% | +50.0% | -56.1% | -39.6% |
| All | -6.1% | +49.3% | -55.4% | -39.6% |
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