+319.7%
MTUM vs IP
+19.1%
+300.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +10.8% | -0.9% | +11.7% | +11.1% |
| 30D | -11.4% | +6.7% | -18.1% | -13.1% |
| 3M | -11.7% | -16.6% | +4.9% | -7.6% |
| 6M | -8.2% | +6.0% | -14.2% | -10.9% |
| YTD | +11.3% | -10.7% | +22.0% | +12.0% |
| 1Y | +11.0% | -6.7% | +17.7% | +10.0% |
| 3Y | +93.2% | +17.1% | +76.1% | +70.8% |
| 5Y | +54.8% | -14.6% | +69.3% | +50.1% |
| All | +319.7% | +19.1% | +300.5% | +239.8% |
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