+79.7%
MTUM vs ACWI
+67.2%
+12.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 6M | +25.3% | +12.7% | +12.7% | +10.6% |
| YTD | +23.8% | +13.9% | +9.9% | +8.1% |
| 1Y | +25.4% | +20.5% | +4.9% | +3.1% |
| 3Y | +117.3% | +76.5% | +40.7% | +21.9% |
| 5Y | +79.7% | +67.5% | +12.2% | +12.7% |
| All | +79.7% | +67.2% | +12.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling