+119.6%
MPC vs MTUM
+20.6%
+99.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | +1.2% | +1.2% | 0.0% | +1.3% |
| 30D | +17.0% | -1.7% | +18.6% | +16.9% |
| 3M | +49.5% | -0.5% | +49.9% | +49.0% |
| 6M | +83.5% | +22.3% | +61.2% | +85.1% |
| YTD | +144.1% | +21.4% | +122.7% | +143.8% |
| 1Y | +119.6% | +20.0% | +99.6% | +125.0% |
| All | +119.6% | +20.6% | +99.0% | +125.0% |
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