+507.4%
MTUM vs ALLY
+117.4%
+390.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.1% |
| 7D | +4.1% | +1.0% | +3.1% | +3.8% |
| 30D | -0.2% | -3.3% | +3.1% | +0.6% |
| 3M | -1.9% | +0.5% | -2.4% | -2.2% |
| 6M | +28.1% | +12.6% | +15.5% | +23.7% |
| YTD | +23.6% | -4.7% | +28.3% | +24.4% |
| 1Y | +26.1% | +5.2% | +20.9% | +23.4% |
| 3Y | +116.8% | +66.5% | +50.4% | +84.0% |
| 5Y | +80.0% | +0.2% | +79.8% | +69.2% |
| 10Y | +346.4% | +180.8% | +165.6% | +200.6% |
| All | +507.4% | +117.4% | +390.0% | +336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling