+608.1%
MTUM vs HDB
+156.6%
+451.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.1% |
| 7D | +4.1% | -2.0% | +6.2% | +4.7% |
| 30D | -0.2% | -4.9% | +4.7% | +1.1% |
| 3M | -1.9% | -2.3% | +0.4% | -1.8% |
| 6M | +28.1% | -23.7% | +51.8% | +37.1% |
| YTD | +23.6% | -38.5% | +62.0% | +40.3% |
| 1Y | +26.1% | -36.5% | +62.6% | +41.7% |
| 3Y | +116.8% | -28.5% | +145.3% | +131.5% |
| 5Y | +80.0% | -37.4% | +117.4% | +96.3% |
| 10Y | +346.4% | +34.0% | +312.4% | +277.5% |
| All | +608.1% | +156.6% | +451.5% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling