+106.8%
MTUM vs ABCL
-81.3%
+188.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -1.7% | +93.1% | -94.7% | -8.7% |
| 3M | -6.3% | +79.4% | -85.8% | -12.8% |
| 6M | +21.8% | +214.9% | -193.0% | +6.6% |
| YTD | +22.0% | +234.2% | -212.2% | +5.5% |
| 1Y | +25.3% | +174.8% | -149.4% | +9.6% |
| 3Y | +112.1% | +104.5% | +7.7% | +83.1% |
| 5Y | +76.2% | -39.0% | +115.2% | +62.3% |
| All | +106.8% | -81.3% | +188.1% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling