+116.8%
MTUM vs ALLE
+49.7%
+67.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +4.1% | +2.8% | +1.3% | +3.4% |
| 30D | -0.2% | -7.6% | +7.4% | +1.8% |
| 3M | -1.9% | +22.8% | -24.7% | -7.8% |
| 6M | +28.1% | +4.6% | +23.5% | +25.9% |
| YTD | +23.6% | -1.2% | +24.8% | +22.8% |
| 1Y | +26.1% | -9.1% | +35.3% | +28.6% |
| 3Y | +116.8% | +50.0% | +66.9% | +85.5% |
| All | +116.8% | +49.7% | +67.2% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling