+349.5%
MTUM vs ALM
+2,589.2%
-2,239.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.6% |
| 7D | +0.7% | -11.8% | +12.6% | +1.2% |
| 30D | -2.4% | +7.8% | -10.2% | -2.8% |
| 3M | -3.6% | -9.3% | +5.6% | -3.6% |
| 6M | +23.7% | -30.5% | +54.1% | +24.4% |
| YTD | +22.9% | +75.8% | -52.9% | +20.2% |
| 1Y | +21.8% | +241.2% | -219.4% | +16.5% |
| 3Y | +114.4% | +1,872.6% | -1,758.2% | +93.8% |
| 5Y | +79.6% | +849.6% | -770.0% | +64.0% |
| All | +349.5% | +2,589.2% | -2,239.8% | +297.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling