+608.1%
MTUM vs ALB
+166.7%
+441.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | +4.1% | -4.4% | +8.5% | +5.0% |
| 30D | -0.2% | -1.2% | +1.0% | -0.2% |
| 3M | -1.9% | -13.3% | +11.4% | +0.5% |
| 6M | +28.1% | -19.8% | +47.8% | +32.2% |
| YTD | +23.6% | -7.9% | +31.5% | +23.1% |
| 1Y | +26.1% | +60.2% | -34.0% | +10.4% |
| 3Y | +116.8% | -26.4% | +143.3% | +111.1% |
| 5Y | +80.0% | -42.5% | +122.5% | +77.1% |
| 10Y | +346.4% | +83.0% | +263.4% | +194.8% |
| All | +608.1% | +166.7% | +441.5% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling