+349.5%
MTUM vs LYV
+564.6%
-215.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | -2.4% | -8.2% | +5.7% | -0.4% |
| 3M | -3.6% | -1.3% | -2.4% | -3.7% |
| 6M | +23.7% | +2.6% | +21.1% | +22.1% |
| YTD | +22.9% | +19.4% | +3.5% | +16.5% |
| 1Y | +21.8% | -2.2% | +24.0% | +21.0% |
| 3Y | +114.4% | +106.0% | +8.4% | +74.9% |
| 5Y | +79.6% | +97.7% | -18.1% | +44.1% |
| All | +349.5% | +564.6% | -215.2% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling