+285.6%
MRVL vs MTUM
+78.7%
+206.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +1.6% |
| 7D | +5.6% | +0.7% | +4.9% | +4.3% |
| 30D | +8.8% | -2.4% | +11.2% | +14.4% |
| 3M | -15.9% | -3.6% | -12.2% | -6.0% |
| 6M | +161.3% | +23.7% | +137.6% | +94.7% |
| YTD | +178.2% | +22.9% | +155.3% | +107.6% |
| 1Y | +255.3% | +21.8% | +233.6% | +171.1% |
| 3Y | +323.1% | +114.4% | +208.7% | +34.2% |
| All | +285.6% | +78.7% | +206.9% | +63.1% |
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 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