+349.5%
MTUM vs AR
+41.9%
+307.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +0.7% | -2.5% | +3.2% | +0.9% |
| 30D | -2.4% | +2.5% | -5.0% | -2.7% |
| 3M | -3.6% | +12.3% | -15.9% | -4.8% |
| 6M | +23.7% | -3.1% | +26.8% | +23.5% |
| YTD | +22.9% | +11.5% | +11.4% | +20.9% |
| 1Y | +21.8% | +17.0% | +4.7% | +19.0% |
| 3Y | +114.4% | +47.3% | +67.2% | +103.8% |
| 5Y | +79.6% | +141.2% | -61.7% | +62.5% |
| All | +349.5% | +41.9% | +307.6% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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