+25.1%
MTUM vs A
+29.4%
-4.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +3.9% | +1.5% |
| 7D | +4.1% | -2.1% | +6.2% | +4.3% |
| 30D | -0.2% | +0.6% | -0.8% | -0.2% |
| 3M | -1.9% | +10.9% | -12.8% | -3.3% |
| All | +25.1% | +29.4% | -4.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling