+352.8%
MTUM vs ACWI
+233.7%
+119.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.9% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +0.6% | -0.6% | +1.2% | +1.3% |
| 3M | -0.6% | +4.3% | -4.9% | -4.7% |
| 6M | +25.3% | +12.7% | +12.7% | +10.8% |
| YTD | +23.8% | +13.9% | +9.9% | +8.3% |
| 1Y | +25.4% | +20.5% | +4.9% | +3.3% |
| 3Y | +117.3% | +76.5% | +40.7% | +20.5% |
| 5Y | +79.7% | +67.5% | +12.2% | +5.7% |
| All | +352.8% | +233.7% | +119.1% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling