+1,131.4%
MPC vs MTUM
+357.8%
+773.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.1% |
| 7D | +1.8% | +0.7% | +1.1% | +1.3% |
| 30D | +14.0% | -2.4% | +16.4% | +15.9% |
| 3M | +52.2% | -3.6% | +55.9% | +53.6% |
| 6M | +75.8% | +23.7% | +52.1% | +41.6% |
| YTD | +146.3% | +22.9% | +123.4% | +98.0% |
| 1Y | +120.8% | +21.8% | +99.0% | +78.4% |
| 3Y | +172.6% | +114.4% | +58.2% | +26.9% |
| 5Y | +678.2% | +79.6% | +598.7% | +324.0% |
| All | +1,131.4% | +357.8% | +773.6% | +157.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling