+97.6%
MTUM vs COMP
-47.7%
+145.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +1.7% | +1.4% | +0.4% | +1.6% |
| 30D | -1.7% | -13.3% | +11.7% | -0.5% |
| 3M | -6.3% | +41.1% | -47.5% | -9.6% |
| 6M | +21.8% | +17.2% | +4.7% | +18.7% |
| YTD | +22.0% | +5.2% | +16.8% | +19.7% |
| 1Y | +25.3% | +18.9% | +6.4% | +21.2% |
| 3Y | +112.1% | +215.9% | -103.8% | +82.6% |
| 5Y | +76.2% | -31.2% | +107.4% | +73.0% |
| All | +97.6% | -47.7% | +145.3% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling