+54.8%
MTUM vs ALLY
-10.9%
+65.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +10.8% | -2.1% | +12.9% | +11.4% |
| 30D | -11.4% | +2.0% | -13.4% | -11.9% |
| 3M | -11.7% | -13.3% | +1.7% | -8.5% |
| 6M | -8.2% | -9.9% | +1.6% | -6.0% |
| YTD | +11.3% | -13.5% | +24.8% | +14.8% |
| 1Y | +11.0% | -2.8% | +13.8% | +11.0% |
| 3Y | +93.2% | +63.4% | +29.8% | +65.9% |
| 5Y | +54.8% | -10.9% | +65.7% | +63.7% |
| All | +54.8% | -10.9% | +65.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling