+349.5%
MTUM vs ARWR
+1,081.9%
-732.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.7% | -4.0% | +4.8% | +1.2% |
| 30D | -2.4% | -5.0% | +2.6% | -1.9% |
| 3M | -3.6% | +11.3% | -15.0% | -5.1% |
| 6M | +23.7% | +42.6% | -18.9% | +18.4% |
| YTD | +22.9% | +24.8% | -1.9% | +19.1% |
| 1Y | +21.8% | +178.8% | -157.0% | +7.3% |
| 3Y | +114.4% | +183.3% | -68.9% | +79.8% |
| 5Y | +79.6% | +29.5% | +50.1% | +57.8% |
| All | +349.5% | +1,081.9% | -732.4% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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