+79.1%
MTUM vs IT
-42.9%
+122.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +0.4% |
| 7D | +0.7% | -3.7% | +4.4% | +1.2% |
| 30D | -2.4% | +0.1% | -2.5% | -2.8% |
| 3M | -3.6% | +20.7% | -24.3% | -8.2% |
| 6M | +23.7% | +12.0% | +11.7% | +18.6% |
| YTD | +22.9% | -28.8% | +51.7% | +33.3% |
| 1Y | +21.8% | -25.5% | +47.3% | +29.2% |
| 3Y | +114.4% | -48.8% | +163.2% | +154.6% |
| All | +79.1% | -42.9% | +122.1% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling