+111.7%
MTUM vs ACI
-45.8%
+157.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.1% |
| 7D | +1.2% | -7.1% | +8.3% | +0.8% |
| 30D | -1.7% | -4.5% | +2.8% | -2.0% |
| 3M | -0.5% | -22.3% | +21.8% | -1.4% |
| 6M | +22.3% | -28.4% | +50.8% | +21.0% |
| YTD | +21.4% | -29.5% | +50.9% | +19.8% |
| 1Y | +20.0% | -34.2% | +54.3% | +19.1% |
| All | +111.7% | -45.8% | +157.5% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling