+79.7%
MTUM vs ALLE
+11.9%
+67.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.1% |
| 7D | +4.1% | -2.2% | +6.3% | +4.8% |
| 30D | +0.6% | -8.3% | +9.0% | +3.5% |
| 3M | -0.6% | +16.3% | -16.9% | -6.2% |
| 6M | +25.3% | +1.8% | +23.5% | +23.7% |
| YTD | +23.8% | -3.9% | +27.8% | +24.0% |
| 1Y | +25.4% | -10.0% | +35.4% | +28.4% |
| 3Y | +117.3% | +45.8% | +71.4% | +81.6% |
| 5Y | +79.7% | +13.3% | +66.4% | +67.1% |
| All | +79.7% | +11.9% | +67.8% | +67.1% |
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 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