+77.3%
MTUM vs ALM
+856.4%
-779.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.4% |
| 7D | +1.2% | -7.1% | +8.4% | +1.7% |
| 30D | -1.7% | +24.7% | -26.4% | -3.2% |
| 3M | -0.5% | +8.3% | -8.8% | -1.4% |
| 6M | +22.3% | -22.2% | +44.5% | +22.5% |
| YTD | +21.4% | +88.1% | -66.7% | +17.2% |
| 1Y | +20.0% | +272.4% | -252.3% | +12.6% |
| 3Y | +113.0% | +2,004.1% | -1,891.2% | +86.3% |
| 5Y | +77.3% | +915.8% | -838.5% | +57.3% |
| All | +77.3% | +856.4% | -779.1% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling