+595.4%
MTUM vs INDA
+118.2%
+477.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | +1.2% | -3.6% | +4.9% | +3.1% |
| 30D | -1.7% | -4.0% | +2.3% | +0.3% |
| 3M | -0.5% | +1.7% | -2.2% | -1.3% |
| 6M | +22.3% | -3.6% | +26.0% | +24.6% |
| YTD | +21.4% | -11.0% | +32.3% | +28.5% |
| 1Y | +20.0% | -9.5% | +29.5% | +26.0% |
| 3Y | +113.0% | +7.6% | +105.3% | +104.8% |
| 5Y | +77.3% | +4.8% | +72.5% | +72.5% |
| 10Y | +350.5% | +82.3% | +268.2% | +232.8% |
| All | +595.4% | +118.2% | +477.2% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling