+103.8%
MTUM vs ALHC
-28.9%
+132.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -1.7% | -1.0% | -0.6% | -1.6% |
| 3M | -6.3% | -10.2% | +3.8% | -6.4% |
| 6M | +21.8% | -28.3% | +50.1% | +23.1% |
| YTD | +22.0% | -31.4% | +53.5% | +23.5% |
| 1Y | +25.3% | -16.9% | +42.3% | +25.1% |
| 3Y | +112.1% | +135.5% | -23.3% | +88.8% |
| 5Y | +76.2% | -33.6% | +109.9% | +64.5% |
| All | +103.8% | -28.9% | +132.8% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling