+52.2%
MTUM vs ALLE
+51.6%
+0.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | +6.6% | +3.6% | +3.1% | +5.5% |
| 30D | -10.8% | +25.9% | -36.7% | -17.2% |
| 3M | -13.8% | +15.8% | -29.5% | -17.8% |
| 6M | -10.7% | +48.1% | -58.8% | -22.1% |
| YTD | +9.1% | +22.0% | -12.9% | +1.1% |
| 1Y | +11.4% | +18.0% | -6.7% | +4.4% |
| 3Y | +88.8% | +93.1% | -4.3% | +43.5% |
| All | +52.2% | +51.6% | +0.6% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling