+120.9%
MPC vs MTUM
+26.3%
+94.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +5.4% | +1.7% | +3.7% | +5.5% |
| 30D | +31.0% | -1.7% | +32.6% | +30.9% |
| 3M | +46.0% | -6.3% | +52.4% | +45.2% |
| 6M | +77.3% | +21.8% | +55.5% | +79.6% |
| YTD | +141.9% | +22.0% | +119.9% | +142.1% |
| 1Y | +120.9% | +25.3% | +95.6% | +129.3% |
| All | +120.9% | +26.3% | +94.6% | +129.3% |
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 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