+25.3%
MTUM vs AU
+100.5%
-75.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | +1.7% | -3.6% | +5.4% | +2.3% |
| 30D | -1.7% | +23.9% | -25.5% | -5.6% |
| 3M | -6.3% | +19.1% | -25.4% | -9.9% |
| 6M | +21.8% | -0.2% | +22.0% | +19.0% |
| YTD | +22.0% | +32.5% | -10.4% | +15.1% |
| 1Y | +25.3% | +96.9% | -71.6% | +10.5% |
| All | +25.3% | +100.5% | -75.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling