-10.7%
MTUM vs ALLE
+47.6%
-58.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | +6.6% | +3.6% | +3.1% | +6.5% |
| 30D | -10.8% | +25.9% | -36.7% | -10.7% |
| 3M | -13.8% | +15.8% | -29.5% | -13.0% |
| 6M | -10.7% | +48.1% | -58.8% | -14.1% |
| All | -10.7% | +47.6% | -58.3% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling