+11.4%
MTUM vs ACWI
+11.8%
-0.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.5% |
| 7D | +6.6% | +2.4% | +4.2% | +2.7% |
| 30D | -10.8% | -1.7% | -9.1% | -8.0% |
| 3M | -13.8% | -3.9% | -9.9% | -7.8% |
| 6M | -10.7% | +0.8% | -11.5% | -10.9% |
| YTD | +9.1% | +11.0% | -2.0% | -4.0% |
| 1Y | +11.4% | +13.1% | -1.7% | -4.4% |
| All | +11.4% | +11.8% | -0.5% | -4.4% |
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