+73.7%
MTUM vs COMP
-49.2%
+123.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +4.4% |
| 7D | -2.8% | +14.5% | -17.3% | -4.0% |
| 30D | -16.4% | +14.9% | -31.3% | -17.6% |
| 3M | -13.4% | -14.2% | +0.9% | -12.4% |
| 6M | -11.1% | +23.7% | -34.8% | -13.5% |
| YTD | +7.3% | +2.1% | +5.2% | +5.3% |
| 1Y | +8.5% | +26.2% | -17.7% | +4.4% |
| 3Y | +89.5% | +470.9% | -381.4% | +55.1% |
| 5Y | +48.7% | -14.0% | +62.8% | +42.7% |
| All | +73.7% | -49.2% | +123.0% | +72.2% |
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