+349.5%
MTUM vs ALLE
+158.4%
+191.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | +0.7% | -2.4% | +3.1% | +1.7% |
| 30D | -2.4% | -7.7% | +5.2% | +0.6% |
| 3M | -3.6% | +15.2% | -18.8% | -9.6% |
| 6M | +23.7% | +5.4% | +18.3% | +19.9% |
| YTD | +22.9% | -2.9% | +25.8% | +22.6% |
| 1Y | +21.8% | -12.8% | +34.5% | +26.8% |
| 3Y | +114.4% | +47.2% | +67.3% | +74.8% |
| 5Y | +79.6% | +13.5% | +66.1% | +60.9% |
| All | +349.5% | +158.4% | +191.1% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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