+116.0%
MTUM vs ACGL
+30.4%
+85.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.1% | -2.1% | +6.3% | +4.2% |
| 30D | +0.6% | -2.2% | +2.8% | +0.7% |
| 3M | -0.6% | +6.3% | -7.0% | -1.7% |
| 6M | +25.3% | +0.5% | +24.8% | +24.8% |
| YTD | +23.8% | +0.2% | +23.6% | +23.1% |
| 1Y | +25.4% | +7.3% | +18.1% | +22.6% |
| All | +116.0% | +30.4% | +85.6% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling