+11.4%
MTUM vs ABCL
+198.4%
-187.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +6.6% | -3.3% | +9.9% | +7.0% |
| 30D | -10.8% | -7.1% | -3.7% | -10.1% |
| 3M | -13.8% | +4.7% | -18.5% | -14.6% |
| 6M | -10.7% | +140.9% | -151.6% | -22.8% |
| YTD | +9.1% | +236.0% | -226.9% | -13.3% |
| 1Y | +11.4% | +217.4% | -206.0% | -10.5% |
| All | +11.4% | +198.4% | -187.1% | -10.5% |
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