+180.2%
MPWR vs MTUM
+89.8%
+90.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -0.7% |
| 7D | +16.8% | +6.6% | +10.2% | +6.2% |
| 30D | +11.9% | -10.8% | +22.7% | +35.3% |
| 3M | +2.2% | -13.8% | +16.0% | +31.8% |
| 6M | -15.5% | -10.7% | -4.8% | +2.6% |
| YTD | +54.2% | +9.1% | +45.1% | +32.8% |
| 1Y | +51.5% | +11.4% | +40.1% | +25.6% |
| 3Y | +180.2% | +88.8% | +91.4% | +3.1% |
| All | +180.2% | +89.8% | +90.4% | +3.1% |
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 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