+10.2%
MTUM vs ABCL
+138.2%
-128.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -10.1% | -10.0% | -0.1% | -9.1% |
| 30D | -15.6% | -10.9% | -4.7% | -14.7% |
| 3M | -12.7% | +101.6% | -114.4% | -20.7% |
| 6M | -3.7% | +167.5% | -171.3% | -17.7% |
| YTD | +9.4% | +259.1% | -249.6% | -12.3% |
| 1Y | +10.2% | +152.2% | -141.9% | -7.5% |
| All | +10.2% | +138.2% | -128.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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