+111.7%
MTUM vs HDB
-31.0%
+142.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +1.2% | -6.2% | +7.4% | +2.3% |
| 30D | -1.7% | -6.2% | +4.5% | -0.6% |
| 3M | -0.5% | -5.9% | +5.4% | 0.0% |
| 6M | +22.3% | -25.9% | +48.3% | +28.2% |
| YTD | +21.4% | -40.2% | +61.6% | +31.6% |
| 1Y | +20.0% | -38.0% | +58.0% | +29.2% |
| All | +111.7% | -31.0% | +142.7% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling