+599.3%
MTUM vs M
-11.2%
+610.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.5% |
| 7D | +1.7% | +4.7% | -3.0% | +1.1% |
| 30D | -1.7% | -9.6% | +8.0% | -0.4% |
| 3M | -6.3% | +0.9% | -7.2% | -6.7% |
| 6M | +21.8% | +22.3% | -0.4% | +18.3% |
| YTD | +22.0% | +6.5% | +15.5% | +20.3% |
| 1Y | +25.3% | +38.8% | -13.4% | +19.1% |
| 3Y | +112.1% | +115.9% | -3.8% | +85.1% |
| 5Y | +76.2% | +28.6% | +47.6% | +59.3% |
| 10Y | +340.1% | -2.5% | +342.7% | +273.8% |
| All | +599.3% | -11.2% | +610.5% | +488.4% |
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