+52.2%
MTUM vs M
-3.3%
+55.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | +6.6% | +7.0% | -0.4% | +5.4% |
| 30D | -10.8% | +8.9% | -19.7% | -12.2% |
| 3M | -13.8% | +4.5% | -18.3% | -14.7% |
| 6M | -10.7% | +36.2% | -46.9% | -15.7% |
| YTD | +9.1% | +15.1% | -6.1% | +5.3% |
| 1Y | +11.4% | +27.4% | -16.1% | +5.6% |
| 3Y | +88.8% | +160.1% | -71.3% | +51.0% |
| All | +52.2% | -3.3% | +55.5% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling