+679.9%
MPC vs MTUM
+80.5%
+599.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.2% | +4.1% | -0.9% | +1.2% |
| 30D | +25.0% | +0.6% | +24.4% | +24.5% |
| 3M | +55.2% | -0.6% | +55.8% | +53.4% |
| 6M | +86.4% | +25.3% | +61.1% | +59.3% |
| YTD | +148.5% | +23.8% | +124.7% | +112.9% |
| 1Y | +121.7% | +25.4% | +96.3% | +87.9% |
| 3Y | +172.9% | +117.3% | +55.6% | +52.2% |
| 5Y | +679.9% | +79.7% | +600.3% | +385.1% |
| All | +679.9% | +80.5% | +599.4% | +385.1% |
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