+604.3%
MTUM vs AU
+616.9%
-12.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.7% | -4.3% | +5.0% | +0.9% |
| 30D | -2.4% | +7.3% | -9.8% | -2.9% |
| 3M | -3.6% | +26.3% | -30.0% | -5.0% |
| 6M | +23.7% | +1.8% | +21.9% | +23.0% |
| YTD | +22.9% | +26.8% | -3.9% | +20.9% |
| 1Y | +21.8% | +66.7% | -44.9% | +18.3% |
| 3Y | +114.4% | +579.1% | -464.6% | +95.7% |
| 5Y | +79.6% | +689.3% | -609.8% | +61.9% |
| 10Y | +356.2% | +686.6% | -330.4% | +316.7% |
| All | +604.3% | +616.9% | -12.5% | +536.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling