+52.2%
MTUM vs ARWR
-34.9%
+87.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | +6.6% | -17.8% | +24.5% | +9.0% |
| 30D | -10.8% | -18.1% | +7.3% | -8.7% |
| 3M | -13.8% | -44.2% | +30.4% | -7.5% |
| 6M | -10.7% | -38.6% | +28.0% | -5.8% |
| YTD | +9.1% | -28.0% | +37.1% | +12.1% |
| 1Y | +11.4% | +16.1% | -4.8% | +6.8% |
| 3Y | +88.8% | +84.0% | +4.8% | +58.0% |
| All | +52.2% | -34.9% | +87.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling