+79.1%
MTUM vs ALC
-20.7%
+99.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.7% | -6.3% | +7.1% | +2.5% |
| 30D | -2.4% | -10.3% | +7.8% | +0.4% |
| 3M | -3.6% | -0.7% | -2.9% | -4.1% |
| 6M | +23.7% | -17.8% | +41.5% | +30.1% |
| YTD | +22.9% | -15.8% | +38.7% | +28.0% |
| 1Y | +21.8% | -16.7% | +38.5% | +27.0% |
| 3Y | +114.4% | -19.7% | +134.2% | +122.3% |
| All | +79.1% | -20.7% | +99.8% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling