+114.4%
MTUM vs LEN
-27.3%
+141.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +0.7% | -4.8% | +5.5% | +1.5% |
| 30D | -2.4% | -6.6% | +4.1% | -1.5% |
| 3M | -3.6% | -15.7% | +12.0% | -1.2% |
| 6M | +23.7% | -16.6% | +40.3% | +26.6% |
| YTD | +22.9% | -21.3% | +44.3% | +26.4% |
| 1Y | +21.8% | -42.0% | +63.8% | +31.4% |
| 3Y | +114.4% | -27.9% | +142.4% | +107.4% |
| All | +114.4% | -27.3% | +141.7% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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