+79.7%
MTUM vs ABCL
-39.4%
+119.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | +4.1% | -2.7% | +6.9% | +4.4% |
| 30D | +0.6% | +18.3% | -17.7% | -1.4% |
| 3M | -0.6% | +108.5% | -109.1% | -9.6% |
| 6M | +25.3% | +213.9% | -188.6% | +8.4% |
| YTD | +23.8% | +223.1% | -199.3% | +6.0% |
| 1Y | +25.4% | +160.6% | -135.2% | +8.9% |
| 3Y | +117.3% | +104.3% | +13.0% | +85.2% |
| 5Y | +79.7% | -40.0% | +119.7% | +62.5% |
| All | +79.7% | -39.4% | +119.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling