+599.3%
MTUM vs ALK
+56.3%
+543.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -1.7% | -19.2% | +17.6% | +2.9% |
| 3M | -6.3% | -1.5% | -4.8% | -6.6% |
| 6M | +21.8% | -13.1% | +34.9% | +23.8% |
| YTD | +22.0% | -16.4% | +38.5% | +24.6% |
| 1Y | +25.3% | -33.1% | +58.4% | +33.7% |
| 3Y | +112.1% | +0.6% | +111.5% | +99.8% |
| 5Y | +76.2% | -26.4% | +102.6% | +74.2% |
| 10Y | +340.1% | -34.2% | +374.3% | +304.5% |
| All | +599.3% | +56.3% | +543.0% | +429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling