+389.9%
MRK vs MTUM
+604.3%
-214.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -4.3% | +0.7% | -5.0% | -4.5% |
| 30D | +8.3% | -2.4% | +10.7% | +9.1% |
| 3M | +20.0% | -3.6% | +23.7% | +20.4% |
| 6M | +25.7% | +23.7% | +2.0% | +12.9% |
| YTD | +38.7% | +22.9% | +15.8% | +24.5% |
| 1Y | +74.7% | +21.8% | +52.9% | +57.1% |
| 3Y | +45.4% | +114.4% | -69.1% | -2.6% |
| 5Y | +129.0% | +79.6% | +49.5% | +65.3% |
| 10Y | +228.0% | +356.2% | -128.2% | +19.9% |
| All | +389.9% | +604.3% | -214.4% | +34.9% |
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 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