+88.8%
MTUM vs ARWR
+79.8%
+9.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | +6.6% | -17.8% | +24.5% | +8.6% |
| 30D | -10.8% | -18.1% | +7.3% | -9.1% |
| 3M | -13.8% | -44.2% | +30.4% | -8.6% |
| 6M | -10.7% | -38.6% | +28.0% | -6.6% |
| YTD | +9.1% | -28.0% | +37.1% | +11.7% |
| 1Y | +11.4% | +16.1% | -4.8% | +8.0% |
| 3Y | +88.8% | +84.0% | +4.8% | +64.1% |
| All | +88.8% | +79.8% | +9.0% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling