+595.4%
MTUM vs IT
+202.0%
+393.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +1.2% | -12.7% | +14.0% | +4.7% |
| 30D | -1.7% | -8.9% | +7.2% | +0.2% |
| 3M | -0.5% | +10.1% | -10.6% | -5.6% |
| 6M | +22.3% | +7.3% | +15.1% | +15.4% |
| YTD | +21.4% | -32.4% | +53.7% | +31.4% |
| 1Y | +20.0% | -26.6% | +46.7% | +25.3% |
| 3Y | +113.0% | -51.8% | +164.8% | +151.3% |
| 5Y | +77.3% | -45.6% | +122.9% | +95.6% |
| 10Y | +350.5% | +92.4% | +258.1% | +186.7% |
| All | +595.4% | +202.0% | +393.4% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling