+343.8%
MTUM vs ACGL
+277.0%
+66.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +1.2% | -3.6% | +4.9% | +2.4% |
| 30D | -1.7% | -2.1% | +0.4% | -1.1% |
| 3M | -0.5% | +5.4% | -5.8% | -2.9% |
| 6M | +22.3% | 0.0% | +22.3% | +21.0% |
| YTD | +21.4% | +0.3% | +21.1% | +19.4% |
| 1Y | +20.0% | +6.2% | +13.8% | +15.3% |
| 3Y | +113.0% | +30.9% | +82.0% | +84.6% |
| 5Y | +77.3% | +159.8% | -82.5% | +14.4% |
| All | +343.8% | +277.0% | +66.8% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling