+77.3%
MTUM vs M
+13.6%
+63.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.2% |
| 7D | +1.2% | -8.8% | +10.0% | +2.7% |
| 30D | -1.7% | -16.4% | +14.7% | +1.1% |
| 3M | -0.5% | -10.8% | +10.3% | +1.0% |
| 6M | +22.3% | +16.1% | +6.2% | +18.8% |
| YTD | +21.4% | -5.3% | +26.6% | +21.3% |
| 1Y | +20.0% | +24.9% | -4.8% | +14.3% |
| 3Y | +113.0% | +97.5% | +15.4% | +79.5% |
| 5Y | +77.3% | +20.4% | +56.9% | +58.5% |
| All | +77.3% | +13.6% | +63.7% | +58.5% |
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 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