+10.2%
MTUM vs INDA
-7.3%
+17.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.4% |
| 7D | -10.1% | +6.9% | -17.0% | -13.6% |
| 30D | -15.6% | +7.4% | -23.0% | -19.2% |
| 3M | -12.7% | -1.0% | -11.8% | -11.7% |
| 6M | -3.7% | +2.9% | -6.6% | -5.3% |
| YTD | +9.4% | -7.4% | +16.9% | +13.3% |
| 1Y | +10.2% | -7.4% | +17.6% | +13.7% |
| All | +10.2% | -7.3% | +17.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling