+114.4%
MTUM vs ACM
-22.9%
+137.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.7% | -4.6% | +5.3% | +2.0% |
| 30D | -2.4% | +4.1% | -6.5% | -3.8% |
| 3M | -3.6% | -8.3% | +4.7% | -2.2% |
| 6M | +23.7% | -30.1% | +53.7% | +38.1% |
| YTD | +22.9% | -32.6% | +55.5% | +38.1% |
| 1Y | +21.8% | -49.6% | +71.3% | +53.9% |
| 3Y | +114.4% | -23.0% | +137.5% | +120.4% |
| All | +114.4% | -22.9% | +137.3% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling