+118.9%
MTUM vs BOXX
+18.5%
+100.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | -2.4% | +0.3% | -2.8% | -2.2% |
| 3M | -3.6% | +1.0% | -4.7% | -3.1% |
| 6M | +23.7% | +1.9% | +21.7% | +23.2% |
| YTD | +22.9% | +2.7% | +20.2% | +21.1% |
| 1Y | +21.8% | +4.0% | +17.7% | +18.4% |
| 3Y | +114.4% | +14.7% | +99.8% | +153.9% |
| All | +118.9% | +18.5% | +100.4% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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