+80.0%
MTUM vs COMP
-32.0%
+112.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.6% |
| 7D | +4.1% | +4.1% | 0.0% | +3.7% |
| 30D | -0.2% | -14.5% | +14.3% | +1.1% |
| 3M | -1.9% | +41.8% | -43.7% | -5.4% |
| 6M | +28.1% | +23.6% | +4.5% | +24.3% |
| YTD | +23.6% | +1.7% | +21.9% | +21.6% |
| 1Y | +26.1% | +12.6% | +13.6% | +22.6% |
| 3Y | +116.8% | +221.9% | -105.0% | +86.5% |
| 5Y | +80.0% | -28.1% | +108.2% | +82.3% |
| All | +80.0% | -32.0% | +112.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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