+156.3%
MTUM vs ACI
+21.2%
+135.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +1.1% |
| 7D | +0.7% | -3.7% | +4.5% | +0.9% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | -3.6% | -20.3% | +16.7% | -2.7% |
| 6M | +23.7% | -24.7% | +48.3% | +25.2% |
| YTD | +22.9% | -27.2% | +50.1% | +24.6% |
| 1Y | +21.8% | -32.7% | +54.5% | +24.2% |
| 3Y | +114.4% | -43.9% | +158.4% | +122.1% |
| 5Y | +79.6% | -38.9% | +118.4% | +82.6% |
| All | +156.3% | +21.2% | +135.1% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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