+77.3%
MTUM vs AR
+141.3%
-64.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +1.2% | -1.3% | +2.6% | +1.4% |
| 30D | -1.7% | +3.5% | -5.2% | -2.2% |
| 3M | -0.5% | +9.9% | -10.4% | -2.1% |
| 6M | +22.3% | +4.5% | +17.8% | +20.7% |
| YTD | +21.4% | +13.7% | +7.7% | +17.7% |
| 1Y | +20.0% | +19.2% | +0.8% | +15.0% |
| 3Y | +113.0% | +46.2% | +66.8% | +94.9% |
| 5Y | +77.3% | +145.9% | -68.6% | +43.1% |
| All | +77.3% | +141.3% | -64.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling