+2,627.2%
MRVL vs MTUM
+595.4%
+2,031.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -0.6% |
| 7D | +8.7% | +1.2% | +7.4% | +6.9% |
| 30D | +6.9% | -1.7% | +8.6% | +9.9% |
| 3M | -10.1% | -0.5% | -9.7% | -5.4% |
| 6M | +143.4% | +22.3% | +121.1% | +101.1% |
| YTD | +167.5% | +21.4% | +146.1% | +122.4% |
| 1Y | +239.0% | +20.0% | +218.9% | +187.8% |
| 3Y | +311.0% | +113.0% | +198.0% | +86.3% |
| 5Y | +278.0% | +77.3% | +200.7% | +121.5% |
| 10Y | +1,883.8% | +350.5% | +1,533.3% | +397.7% |
| All | +2,627.2% | +595.4% | +2,031.8% | +390.6% |
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 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