+582.3%
MPC vs MTUM
+54.9%
+527.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +1.7% |
| 7D | +2.6% | +1.5% | +1.1% | +1.8% |
| 30D | -12.2% | -12.1% | -0.1% | -7.3% |
| 3M | +20.1% | -10.0% | +30.0% | +25.1% |
| 6M | +60.6% | -9.4% | +70.0% | +63.9% |
| YTD | +150.6% | +11.1% | +139.5% | +124.9% |
| 1Y | +104.7% | +10.8% | +93.9% | +83.7% |
| 3Y | +194.5% | +92.9% | +101.5% | +74.7% |
| 5Y | +582.3% | +55.2% | +527.0% | +358.3% |
| All | +582.3% | +54.9% | +527.4% | +358.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling