+114.4%
MTUM vs IT
-49.4%
+163.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +1.0% |
| 7D | +0.7% | -3.7% | +4.4% | +0.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | -3.6% | +20.7% | -24.3% | -5.3% |
| 6M | +23.7% | +12.0% | +11.7% | +22.2% |
| YTD | +22.9% | -28.8% | +51.7% | +32.5% |
| 1Y | +21.8% | -25.5% | +47.3% | +29.2% |
| 3Y | +114.4% | -48.8% | +163.2% | +170.5% |
| All | +114.4% | -49.4% | +163.8% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling