+311.3%
MTUM vs ACGL
+324.4%
-13.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +6.6% | +2.2% | +4.4% | +5.9% |
| 30D | -10.8% | +12.3% | -23.1% | -14.2% |
| 3M | -13.8% | +11.8% | -25.6% | -17.1% |
| 6M | -10.7% | +17.5% | -28.1% | -16.3% |
| YTD | +9.1% | +14.3% | -5.2% | +2.6% |
| 1Y | +11.4% | +18.2% | -6.8% | +3.5% |
| 3Y | +88.8% | +33.2% | +55.7% | +64.1% |
| 5Y | +51.7% | +174.3% | -122.6% | -3.6% |
| All | +311.3% | +324.4% | -13.1% | +120.0% |
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