+1,677.2%
MPWR vs MTUM
+357.8%
+1,319.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +2.1% |
| 7D | +0.9% | +0.7% | +0.2% | -0.3% |
| 30D | -13.4% | -2.4% | -10.9% | -10.0% |
| 3M | -22.2% | -3.6% | -18.6% | -17.8% |
| 6M | +15.7% | +23.7% | -8.0% | -15.6% |
| YTD | +36.7% | +22.9% | +13.8% | +1.0% |
| 1Y | +47.9% | +21.8% | +26.2% | +11.6% |
| 3Y | +159.7% | +114.4% | +45.2% | -10.8% |
| 5Y | +159.1% | +79.6% | +79.6% | +20.2% |
| All | +1,677.2% | +357.8% | +1,319.3% | +130.0% |
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 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