+18.5%
MTUM vs MCO
-6.0%
+24.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.3% |
| 7D | -1.7% | -3.2% | +1.5% | -1.9% |
| 30D | -5.5% | -1.4% | -4.1% | -5.6% |
| 3M | -7.5% | +6.9% | -14.5% | -7.7% |
| 6M | +23.4% | +11.6% | +11.7% | +22.2% |
| YTD | +20.0% | -5.8% | +25.8% | +21.1% |
| All | +18.5% | -6.0% | +24.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling