+79.1%
MTUM vs AU
+686.2%
-607.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.7% | -4.3% | +5.0% | +1.2% |
| 30D | -2.4% | +7.3% | -9.8% | -3.3% |
| 3M | -3.6% | +26.3% | -30.0% | -6.3% |
| 6M | +23.7% | +1.8% | +21.9% | +22.3% |
| YTD | +22.9% | +26.8% | -3.9% | +19.1% |
| 1Y | +21.8% | +66.7% | -44.9% | +15.3% |
| 3Y | +114.4% | +579.1% | -464.6% | +80.3% |
| All | +79.1% | +686.2% | -607.1% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling