+447.9%
MTUM vs ALLE
+342.5%
+105.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | +6.6% | +3.6% | +3.1% | +5.2% |
| 30D | -10.8% | +25.9% | -36.7% | -18.9% |
| 3M | -13.8% | +15.8% | -29.5% | -19.1% |
| 6M | -10.7% | +48.1% | -58.8% | -24.7% |
| YTD | +9.1% | +22.0% | -12.9% | -1.1% |
| 1Y | +11.4% | +18.0% | -6.7% | +2.2% |
| 3Y | +88.8% | +93.1% | -4.3% | +37.5% |
| 5Y | +51.7% | +52.1% | -0.4% | +20.1% |
| 10Y | +307.9% | +212.0% | +96.0% | +125.6% |
| All | +447.9% | +342.5% | +105.4% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling