+114.4%
MTUM vs ALHC
+143.4%
-29.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | +0.7% | -6.9% | +7.6% | +0.8% |
| 30D | -2.4% | -6.7% | +4.3% | -2.3% |
| 3M | -3.6% | -37.7% | +34.1% | -2.9% |
| 6M | +23.7% | -30.0% | +53.6% | +24.1% |
| YTD | +22.9% | -36.2% | +59.1% | +23.6% |
| 1Y | +21.8% | -22.9% | +44.6% | +22.0% |
| 3Y | +114.4% | +138.4% | -23.9% | +109.4% |
| All | +114.4% | +143.4% | -29.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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