+171.7%
MPC vs MTUM
+117.2%
+54.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | +3.9% | +4.1% | -0.2% | +2.6% |
| 30D | +33.8% | -0.2% | +34.0% | +33.7% |
| 3M | +49.9% | -1.9% | +51.8% | +49.4% |
| 6M | +80.9% | +28.1% | +52.9% | +60.1% |
| YTD | +147.4% | +23.6% | +123.9% | +122.0% |
| 1Y | +123.2% | +26.1% | +97.1% | +97.7% |
| 3Y | +171.7% | +116.8% | +54.9% | +84.8% |
| All | +171.7% | +117.2% | +54.5% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling