+6,371.9%
MPWR vs MTUM
+599.3%
+5,772.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -1.8% |
| 7D | -2.6% | +1.7% | -4.3% | -5.0% |
| 30D | -9.0% | -1.7% | -7.4% | -6.7% |
| 3M | -25.8% | -6.3% | -19.5% | -17.8% |
| 6M | +11.8% | +21.8% | -10.1% | -15.2% |
| YTD | +35.5% | +22.0% | +13.5% | +2.8% |
| 1Y | +45.3% | +25.3% | +20.0% | +6.5% |
| 3Y | +138.5% | +112.1% | +26.3% | -12.0% |
| 5Y | +152.8% | +76.2% | +76.5% | +25.9% |
| 10Y | +1,616.6% | +340.1% | +1,276.4% | +199.2% |
| All | +6,371.9% | +599.3% | +5,772.6% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling