+84.6%
MRK vs MTUM
+9.7%
+74.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +3.7% |
| 7D | +6.7% | -10.1% | +16.8% | +5.7% |
| 30D | +7.8% | -15.6% | +23.3% | +6.2% |
| 3M | +18.2% | -12.7% | +30.9% | +16.8% |
| 6M | +34.7% | -3.7% | +38.4% | +31.4% |
| YTD | +45.8% | +9.4% | +36.3% | +38.6% |
| 1Y | +84.6% | +10.2% | +74.3% | +75.2% |
| All | +84.6% | +9.7% | +74.9% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling