+21.7%
MTUM vs IRE
-85.1%
+106.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | +0.7% | -4.5% | +5.2% | +1.0% |
| 30D | -2.4% | -7.8% | +5.4% | -2.6% |
| 3M | -3.6% | -60.0% | +56.4% | -1.3% |
| 6M | +23.7% | -48.3% | +71.9% | +21.4% |
| YTD | +22.9% | -54.5% | +77.4% | +19.1% |
| All | +21.7% | -85.1% | +106.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling