+111.7%
MTUM vs ALB
-31.4%
+143.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.6% |
| 7D | +1.2% | -7.6% | +8.9% | +2.3% |
| 30D | -1.7% | -5.6% | +3.9% | -1.1% |
| 3M | -0.5% | -16.8% | +16.4% | +1.6% |
| 6M | +22.3% | -26.3% | +48.7% | +26.2% |
| YTD | +21.4% | -13.2% | +34.6% | +22.3% |
| 1Y | +20.0% | +68.8% | -48.8% | +10.8% |
| All | +111.7% | -31.4% | +143.1% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling