+349.5%
MTUM vs M
-3.0%
+352.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.3% |
| 7D | +0.7% | -4.2% | +4.9% | +1.2% |
| 30D | -2.4% | -7.2% | +4.7% | -1.6% |
| 3M | -3.6% | -11.1% | +7.5% | -2.5% |
| 6M | +23.7% | +28.8% | -5.1% | +19.3% |
| YTD | +22.9% | +2.0% | +20.9% | +21.8% |
| 1Y | +21.8% | +31.3% | -9.5% | +16.7% |
| 3Y | +114.4% | +119.1% | -4.6% | +87.7% |
| 5Y | +79.6% | +29.7% | +49.9% | +63.2% |
| All | +349.5% | -3.0% | +352.5% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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