+20.0%
MTUM vs ALLE
-10.4%
+30.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +1.2% | -2.8% | +4.0% | +1.6% |
| 30D | -1.7% | -10.2% | +8.5% | -0.2% |
| 3M | -0.5% | +17.4% | -17.9% | -3.6% |
| 6M | +22.3% | +3.3% | +19.0% | +20.8% |
| YTD | +21.4% | -4.2% | +25.6% | +20.0% |
| 1Y | +20.0% | -10.5% | +30.6% | +20.1% |
| All | +20.0% | -10.4% | +30.4% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling