+349.5%
MTUM vs ALB
+78.3%
+271.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.0% |
| 7D | +0.7% | -6.6% | +7.3% | +2.1% |
| 30D | -2.4% | -8.1% | +5.7% | -1.0% |
| 3M | -3.6% | -25.7% | +22.0% | +1.7% |
| 6M | +23.7% | -29.5% | +53.1% | +30.9% |
| YTD | +22.9% | -16.2% | +39.1% | +24.7% |
| 1Y | +21.8% | +59.2% | -37.5% | +7.1% |
| 3Y | +114.4% | -33.7% | +148.2% | +113.8% |
| 5Y | +79.6% | -48.1% | +127.7% | +80.5% |
| All | +349.5% | +78.3% | +271.2% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling