+599.3%
MTUM vs ACWI
+320.2%
+279.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.7% | +0.5% | +1.2% | +1.2% |
| 30D | -1.7% | +0.9% | -2.5% | -2.5% |
| 3M | -6.3% | +2.4% | -8.7% | -8.2% |
| 6M | +21.8% | +12.4% | +9.5% | +8.6% |
| YTD | +22.0% | +15.2% | +6.9% | +6.2% |
| 1Y | +25.3% | +22.7% | +2.6% | +2.2% |
| 3Y | +112.1% | +75.8% | +36.4% | +21.0% |
| 5Y | +76.2% | +67.7% | +8.5% | +5.7% |
| 10Y | +340.1% | +229.0% | +111.1% | +39.2% |
| All | +599.3% | +320.2% | +279.1% | +78.9% |
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 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