+197.6%
MTUM vs ALC
+21.6%
+176.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.0% |
| 7D | +4.1% | -3.7% | +7.8% | +5.4% |
| 30D | -0.2% | -3.7% | +3.5% | +1.0% |
| 3M | -1.9% | +4.6% | -6.5% | -4.3% |
| 6M | +28.1% | -14.6% | +42.7% | +34.3% |
| YTD | +23.6% | -11.9% | +35.4% | +27.6% |
| 1Y | +26.1% | -13.1% | +39.3% | +30.6% |
| 3Y | +116.8% | -15.0% | +131.8% | +120.8% |
| 5Y | +80.0% | -16.2% | +96.2% | +81.8% |
| All | +197.6% | +21.6% | +176.0% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling