+21.8%
MTUM vs ALLY
+5.0%
+16.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | -3.8% | +4.5% | +1.7% |
| 30D | -2.4% | -4.9% | +2.5% | -1.2% |
| 3M | -3.6% | -2.6% | -1.1% | -3.2% |
| 6M | +23.7% | +15.7% | +7.9% | +18.2% |
| YTD | +22.9% | -5.2% | +28.1% | +23.2% |
| 1Y | +21.8% | +2.8% | +18.9% | +17.9% |
| All | +21.8% | +5.0% | +16.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling