+10.2%
MTUM vs ACWI
+14.9%
-4.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -4.5% |
| 7D | -10.1% | -0.5% | -9.6% | -9.4% |
| 30D | -15.6% | -1.6% | -13.9% | -13.3% |
| 3M | -12.7% | -1.3% | -11.4% | -10.8% |
| 6M | -3.7% | +5.8% | -9.6% | -10.5% |
| YTD | +9.4% | +12.7% | -3.3% | -6.2% |
| 1Y | +10.2% | +15.0% | -4.8% | -7.9% |
| All | +10.2% | +14.9% | -4.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling