+10.2%
MTUM vs ACGL
+28.7%
-18.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -0.3% |
| 7D | -10.1% | +8.0% | -18.1% | -5.7% |
| 30D | -15.6% | +17.3% | -32.9% | -7.0% |
| 3M | -12.7% | +11.2% | -24.0% | -6.6% |
| 6M | -3.7% | +18.2% | -21.9% | +7.7% |
| YTD | +9.4% | +15.4% | -5.9% | +21.8% |
| 1Y | +10.2% | +26.5% | -16.3% | +23.9% |
| All | +10.2% | +28.7% | -18.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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