+536.8%
MTUM vs ACWI
+308.6%
+228.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.5% |
| 7D | +1.5% | -0.7% | +2.2% | +2.5% |
| 30D | -12.1% | -2.0% | -10.1% | -9.8% |
| 3M | -10.0% | -2.2% | -7.8% | -7.5% |
| 6M | -9.4% | +1.9% | -11.3% | -10.3% |
| YTD | +11.1% | +12.0% | -0.9% | 0.0% |
| 1Y | +10.8% | +12.5% | -1.7% | -0.8% |
| 3Y | +92.9% | +75.4% | +17.5% | +10.9% |
| 5Y | +55.2% | +61.5% | -6.3% | -2.9% |
| 10Y | +315.6% | +227.1% | +88.5% | +33.3% |
| All | +536.8% | +308.6% | +228.2% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling