+114.4%
MTUM vs INDA
+7.9%
+106.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | +0.7% | -2.7% | +3.4% | +2.5% |
| 30D | -2.4% | -2.8% | +0.3% | -0.7% |
| 3M | -3.6% | +1.6% | -5.3% | -4.7% |
| 6M | +23.7% | -1.4% | +25.1% | +24.5% |
| YTD | +22.9% | -10.1% | +33.0% | +31.0% |
| 1Y | +21.8% | -8.8% | +30.5% | +28.4% |
| 3Y | +114.4% | +7.6% | +106.8% | +96.1% |
| All | +114.4% | +7.9% | +106.6% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling