+609.5%
MTUM vs IRM
+613.5%
-4.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +4.1% | +3.0% | +1.1% | +3.2% |
| 30D | +0.6% | -5.2% | +5.9% | +2.3% |
| 3M | -0.6% | -8.0% | +7.4% | +1.8% |
| 6M | +25.3% | +9.2% | +16.2% | +21.8% |
| YTD | +23.8% | +41.0% | -17.2% | +11.1% |
| 1Y | +25.4% | +23.3% | +2.1% | +16.7% |
| 3Y | +117.3% | +102.8% | +14.4% | +72.1% |
| 5Y | +79.7% | +192.8% | -113.1% | +26.3% |
| 10Y | +359.6% | +439.6% | -80.0% | +161.3% |
| All | +609.5% | +613.5% | -4.1% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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