+359.6%
MTUM vs IP
+15.7%
+343.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +1.6% |
| 7D | +4.1% | -4.6% | +8.7% | +5.4% |
| 30D | +0.6% | -15.3% | +15.9% | +5.1% |
| 3M | -0.6% | +2.7% | -3.3% | -2.3% |
| 6M | +25.3% | -7.4% | +32.7% | +25.9% |
| YTD | +23.8% | -8.8% | +32.6% | +24.2% |
| 1Y | +25.4% | -22.4% | +47.8% | +31.1% |
| 3Y | +117.3% | +14.2% | +103.0% | +94.4% |
| 5Y | +79.7% | -21.8% | +101.5% | +80.1% |
| 10Y | +359.6% | +18.3% | +341.3% | +270.9% |
| All | +359.6% | +15.7% | +343.9% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling