+599.3%
MTUM vs ACGL
+498.3%
+101.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.4% |
| 7D | +1.7% | -0.7% | +2.5% | +2.0% |
| 30D | -1.7% | -1.0% | -0.7% | -1.4% |
| 3M | -6.3% | +11.0% | -17.4% | -10.5% |
| 6M | +21.8% | -0.3% | +22.2% | +20.7% |
| YTD | +22.0% | +2.3% | +19.8% | +19.3% |
| 1Y | +25.3% | +6.4% | +19.0% | +20.3% |
| 3Y | +112.1% | +34.0% | +78.2% | +81.5% |
| 5Y | +76.2% | +161.6% | -85.4% | +11.8% |
| 10Y | +340.1% | +278.6% | +61.6% | +121.9% |
| All | +599.3% | +498.3% | +101.0% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling