+10.2%
MTUM vs IT
-17.9%
+28.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -1.8% |
| 7D | -10.1% | -5.5% | -4.6% | -10.6% |
| 30D | -15.6% | +10.3% | -25.9% | -14.4% |
| 3M | -12.7% | +11.5% | -24.3% | -11.2% |
| 6M | -3.7% | +40.3% | -44.0% | +1.7% |
| YTD | +9.4% | -17.9% | +27.3% | +15.9% |
| 1Y | +10.2% | -8.8% | +19.0% | +16.2% |
| All | +10.2% | -17.9% | +28.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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