+608.1%
MTUM vs ACM
+140.7%
+467.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -0.2% | -12.9% | +12.7% | +3.7% |
| 3M | -1.9% | -6.4% | +4.5% | -0.9% |
| 6M | +28.1% | -29.2% | +57.3% | +41.4% |
| YTD | +23.6% | -29.9% | +53.5% | +36.2% |
| 1Y | +26.1% | -47.3% | +73.4% | +52.2% |
| 3Y | +116.8% | -19.6% | +136.5% | +125.5% |
| 5Y | +80.0% | +5.5% | +74.5% | +70.7% |
| 10Y | +346.4% | +129.7% | +216.7% | +220.2% |
| All | +608.1% | +140.7% | +467.4% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling