+155.6%
MPWR vs MTUM
+80.5%
+75.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | -1.3% | +4.1% | -5.4% | -7.7% |
| 30D | -12.8% | +0.6% | -13.5% | -13.8% |
| 3M | -21.3% | -0.6% | -20.7% | -20.7% |
| 6M | +13.7% | +25.3% | -11.6% | -21.9% |
| YTD | +33.3% | +23.8% | +9.5% | -6.4% |
| 1Y | +41.3% | +25.4% | +15.9% | -2.3% |
| 3Y | +145.8% | +117.3% | +28.5% | -27.9% |
| 5Y | +155.6% | +79.7% | +76.0% | +1.9% |
| All | +155.6% | +80.5% | +75.2% | +1.9% |
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