+445.3%
MP vs MTUM
+150.4%
+294.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | -0.8% |
| 7D | -2.9% | +1.7% | -4.6% | -4.8% |
| 30D | +13.8% | -1.7% | +15.5% | +16.0% |
| 3M | -16.7% | -6.3% | -10.4% | -10.2% |
| 6M | -11.5% | +21.8% | -33.3% | -30.0% |
| YTD | +7.9% | +22.0% | -14.1% | -14.6% |
| 1Y | -15.0% | +25.3% | -40.4% | -34.4% |
| 3Y | +153.5% | +112.1% | +41.4% | -4.0% |
| 5Y | +58.7% | +76.2% | -17.6% | -20.6% |
| All | +445.3% | +150.4% | +294.9% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling