+111.7%
MTUM vs ALC
-18.5%
+130.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.5% |
| 7D | +1.2% | -7.7% | +8.9% | +2.7% |
| 30D | -1.7% | -11.7% | +10.0% | +0.4% |
| 3M | -0.5% | +0.7% | -1.1% | -1.2% |
| 6M | +22.3% | -17.1% | +39.4% | +27.1% |
| YTD | +21.4% | -15.1% | +36.5% | +25.2% |
| 1Y | +20.0% | -14.1% | +34.1% | +23.2% |
| All | +111.7% | -18.5% | +130.2% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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