+608.1%
MTUM vs ARWR
+4,525.5%
-3,917.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +4.1% | +2.9% | +1.2% | +3.8% |
| 30D | -0.2% | -2.9% | +2.7% | 0.0% |
| 3M | -1.9% | +15.2% | -17.2% | -3.5% |
| 6M | +28.1% | +42.3% | -14.2% | +23.4% |
| YTD | +23.6% | +28.2% | -4.6% | +20.0% |
| 1Y | +26.1% | +213.2% | -187.1% | +12.1% |
| 3Y | +116.8% | +184.6% | -67.8% | +86.7% |
| 5Y | +80.0% | +29.2% | +50.8% | +61.4% |
| 10Y | +346.4% | +1,012.5% | -666.1% | +225.4% |
| All | +608.1% | +4,525.5% | -3,917.4% | +381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling