+674.0%
MRNA vs MTUM
+213.5%
+460.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +4.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.6% |
| 30D | +126.1% | -2.4% | +128.6% | +128.0% |
| 3M | +190.0% | -3.6% | +193.7% | +190.0% |
| 6M | +157.2% | +23.7% | +133.6% | +113.3% |
| YTD | +388.2% | +22.9% | +365.3% | +307.8% |
| 1Y | +467.0% | +21.8% | +445.3% | +377.6% |
| 3Y | +36.1% | +114.4% | -78.4% | -24.4% |
| 5Y | -68.0% | +79.6% | -147.5% | -80.0% |
| All | +674.0% | +213.5% | +460.5% | +258.1% |
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