+157.6%
MTUM vs ACI
+21.8%
+135.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +1.4% |
| 7D | +4.1% | -2.6% | +6.7% | +4.2% |
| 30D | -0.2% | +1.1% | -1.3% | -0.3% |
| 3M | -1.9% | -23.6% | +21.7% | -0.6% |
| 6M | +28.1% | -29.9% | +58.0% | +30.5% |
| YTD | +23.6% | -26.9% | +50.4% | +25.2% |
| 1Y | +26.1% | -34.2% | +60.4% | +29.0% |
| 3Y | +116.8% | -43.6% | +160.5% | +124.5% |
| 5Y | +80.0% | -42.4% | +122.4% | +83.6% |
| All | +157.6% | +21.8% | +135.8% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling