+525.0%
MTUM vs ALK
+43.1%
+481.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | +6.6% | -1.2% | +7.8% | +6.9% |
| 30D | -10.8% | +7.7% | -18.5% | -12.6% |
| 3M | -13.8% | -19.0% | +5.2% | -10.2% |
| 6M | -10.7% | -0.2% | -10.5% | -11.8% |
| YTD | +9.1% | -23.5% | +32.6% | +13.0% |
| 1Y | +11.4% | -9.1% | +20.5% | +10.9% |
| 3Y | +88.8% | +12.0% | +76.8% | +73.0% |
| 5Y | +51.7% | -30.9% | +82.6% | +51.7% |
| 10Y | +307.9% | -45.6% | +353.5% | +290.4% |
| All | +525.0% | +43.1% | +481.9% | +380.3% |
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