+591.4%
MTUM vs ALM
+8,394.4%
-7,803.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.6% | +1.2% |
| 7D | +4.1% | +8.4% | -4.3% | +4.1% |
| 30D | -0.2% | +34.8% | -35.0% | -0.3% |
| 3M | -1.9% | +16.2% | -18.2% | -2.0% |
| 6M | +28.1% | +2.1% | +26.0% | +28.0% |
| YTD | +23.6% | +117.0% | -93.5% | +23.2% |
| 1Y | +26.1% | +313.9% | -287.7% | +25.6% |
| 3Y | +116.8% | +2,327.9% | -2,211.1% | +114.9% |
| 5Y | +80.0% | +1,040.6% | -960.6% | +78.5% |
| 10Y | +346.4% | +3,219.4% | -2,873.0% | +341.5% |
| All | +591.4% | +8,394.4% | -7,803.0% | +579.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling