+343.8%
MTUM vs ALK
-37.3%
+381.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +1.2% | -3.1% | +4.4% | +1.9% |
| 30D | -1.7% | -17.1% | +15.4% | +2.3% |
| 3M | -0.5% | -3.8% | +3.3% | -0.1% |
| 6M | +22.3% | -5.3% | +27.6% | +22.1% |
| YTD | +21.4% | -20.3% | +41.6% | +25.1% |
| 1Y | +20.0% | -36.0% | +56.0% | +29.1% |
| 3Y | +113.0% | +0.8% | +112.2% | +100.7% |
| 5Y | +77.3% | -28.5% | +105.8% | +76.4% |
| All | +343.8% | -37.3% | +381.1% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling