+79.1%
MTUM vs ALB
-48.5%
+127.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.8% |
| 7D | +0.7% | -6.6% | +7.3% | +1.8% |
| 30D | -2.4% | -8.1% | +5.7% | -1.3% |
| 3M | -3.6% | -25.7% | +22.0% | +0.8% |
| 6M | +23.7% | -29.5% | +53.1% | +29.6% |
| YTD | +22.9% | -16.2% | +39.1% | +24.5% |
| 1Y | +21.8% | +59.2% | -37.5% | +9.8% |
| 3Y | +114.4% | -33.7% | +148.2% | +115.6% |
| All | +79.1% | -48.5% | +127.6% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling