+153.2%
MPWR vs MTUM
+116.3%
+36.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | -1.3% | +4.1% | -5.4% | -7.8% |
| 30D | -12.8% | +0.6% | -13.5% | -13.8% |
| 3M | -21.3% | -0.6% | -20.7% | -20.8% |
| 6M | +13.7% | +25.3% | -11.6% | -23.2% |
| YTD | +33.3% | +23.8% | +9.5% | -7.9% |
| 1Y | +41.3% | +25.4% | +15.9% | -4.1% |
| All | +153.2% | +116.3% | +36.9% | -32.5% |
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