+10.2%
MTUM vs AU
+42.5%
-32.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -9.9% | -3.4% |
| 7D | -10.1% | +0.8% | -10.9% | -10.3% |
| 30D | -15.6% | -7.0% | -8.6% | -14.5% |
| 3M | -12.7% | +8.5% | -21.3% | -14.9% |
| 6M | -3.7% | -1.3% | -2.5% | -4.9% |
| YTD | +9.4% | +6.8% | +2.7% | +5.8% |
| 1Y | +10.2% | +44.6% | -34.4% | +0.9% |
| All | +10.2% | +42.5% | -32.3% | +0.9% |
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