-9.4%
MTUM vs IP
+7.8%
-17.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.0% |
| 7D | +1.5% | -2.8% | +4.3% | +1.9% |
| 30D | -12.1% | +9.2% | -21.3% | -13.0% |
| 3M | -10.0% | -16.1% | +6.2% | -7.9% |
| 6M | -9.4% | +9.6% | -18.9% | -13.9% |
| All | -9.4% | +7.8% | -17.2% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling