+525.0%
MTUM vs M
-4.0%
+529.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | +6.6% | +7.0% | -0.4% | +5.7% |
| 30D | -10.8% | +8.9% | -19.7% | -11.9% |
| 3M | -13.8% | +4.5% | -18.3% | -14.5% |
| 6M | -10.7% | +36.2% | -46.9% | -14.6% |
| YTD | +9.1% | +15.1% | -6.1% | +6.2% |
| 1Y | +11.4% | +27.4% | -16.1% | +6.9% |
| 3Y | +88.8% | +160.1% | -71.3% | +60.8% |
| 5Y | +51.7% | -1.6% | +53.3% | +41.0% |
| 10Y | +307.9% | -7.7% | +315.6% | +250.5% |
| All | +525.0% | -4.0% | +529.0% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling