+129.9%
MRK vs MTUM
+78.7%
+51.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -4.3% | +0.7% | -5.0% | -4.3% |
| 30D | +8.3% | -2.4% | +10.7% | +8.6% |
| 3M | +20.0% | -3.6% | +23.7% | +20.1% |
| 6M | +25.7% | +23.7% | +2.0% | +19.7% |
| YTD | +38.7% | +22.9% | +15.8% | +32.0% |
| 1Y | +74.7% | +21.8% | +52.9% | +66.4% |
| 3Y | +45.4% | +114.4% | -69.1% | +18.9% |
| All | +129.9% | +78.7% | +51.2% | +91.0% |
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 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