+68.9%
MP vs MTUM
+78.8%
-9.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | 0.0% |
| 7D | +3.0% | +4.1% | -1.1% | -1.9% |
| 30D | +8.3% | -0.2% | +8.5% | +8.5% |
| 3M | -3.8% | -1.9% | -1.9% | -2.0% |
| 6M | -4.9% | +28.1% | -33.0% | -29.9% |
| YTD | +9.6% | +23.6% | -14.0% | -15.4% |
| 1Y | -11.7% | +26.1% | -37.8% | -33.0% |
| 3Y | +158.5% | +116.8% | +41.7% | -11.5% |
| 5Y | +68.9% | +80.0% | -11.1% | -14.5% |
| All | +68.9% | +78.8% | -9.9% | -14.5% |
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