+156.2%
MPWR vs MTUM
+51.4%
+104.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -0.6% |
| 7D | +16.8% | +6.6% | +10.2% | +6.1% |
| 30D | +11.9% | -10.8% | +22.7% | +35.6% |
| 3M | +2.2% | -13.8% | +16.0% | +32.0% |
| 6M | -15.5% | -10.7% | -4.8% | +2.9% |
| YTD | +54.2% | +9.1% | +45.1% | +34.3% |
| 1Y | +51.5% | +11.4% | +40.1% | +27.3% |
| 3Y | +180.2% | +88.8% | +91.4% | +2.2% |
| All | +156.2% | +51.4% | +104.8% | +32.3% |
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