+25.4%
MRK vs MTUM
+22.8%
+2.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -2.1% |
| 7D | -5.0% | +1.2% | -6.3% | -4.9% |
| 30D | +11.0% | -1.7% | +12.6% | +10.8% |
| 3M | +22.4% | -0.5% | +22.9% | +20.6% |
| 6M | +25.4% | +22.3% | +3.1% | +13.6% |
| All | +25.4% | +22.8% | +2.6% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling