+520.7%
MTUM vs ALLE
+258.4%
+262.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | +4.1% | +2.8% | +1.3% | +3.0% |
| 30D | -0.2% | -7.6% | +7.4% | +2.9% |
| 3M | -1.9% | +22.8% | -24.7% | -10.4% |
| 6M | +28.1% | +4.6% | +23.5% | +24.6% |
| YTD | +23.6% | -1.2% | +24.8% | +22.4% |
| 1Y | +26.1% | -9.1% | +35.3% | +29.1% |
| 3Y | +116.8% | +50.0% | +66.9% | +75.6% |
| 5Y | +80.0% | +15.2% | +64.8% | +60.2% |
| 10Y | +346.4% | +151.1% | +195.3% | +170.2% |
| All | +520.7% | +258.4% | +262.3% | +223.2% |
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