-8.2%
MTUM vs ADVB
-35.2%
+27.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +42.7% | -42.5% | -0.5% |
| 7D | +10.8% | +74.2% | -63.4% | +9.8% |
| 30D | -11.4% | -35.9% | +24.5% | -11.8% |
| 3M | -11.7% | -56.4% | +44.8% | -12.2% |
| 6M | -8.2% | -36.7% | +28.5% | -10.1% |
| All | -8.2% | -35.2% | +27.0% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling