+53.1%
MTUM vs ADVB
-89.4%
+142.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.2% |
| 7D | +4.1% | -13.0% | +17.1% | +4.2% |
| 30D | +0.6% | +7.5% | -6.8% | +0.5% |
| 3M | -0.6% | +129.1% | -129.8% | -2.4% |
| 6M | +25.3% | +71.7% | -46.4% | +22.8% |
| YTD | +23.8% | +45.5% | -21.7% | +21.6% |
| 1Y | +25.4% | -2.7% | +28.1% | +23.5% |
| All | +53.1% | -89.4% | +142.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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