+499.5%
MRNA vs MTUM
+26.3%
+473.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | +5.5% | +1.7% | +3.8% | +5.2% |
| 30D | +158.7% | -1.7% | +160.4% | +158.4% |
| 3M | +182.1% | -6.3% | +188.5% | +180.9% |
| 6M | +151.8% | +21.8% | +130.0% | +90.8% |
| YTD | +393.6% | +22.0% | +371.5% | +273.2% |
| 1Y | +499.5% | +25.3% | +474.1% | +349.7% |
| All | +499.5% | +26.3% | +473.2% | +349.7% |
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