+79.1%
MTUM vs MCO
+28.6%
+50.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | +0.7% | -3.8% | +4.5% | +2.1% |
| 30D | -2.4% | -0.4% | -2.0% | -2.5% |
| 3M | -3.6% | +7.7% | -11.4% | -7.5% |
| 6M | +23.7% | +7.0% | +16.7% | +18.5% |
| YTD | +22.9% | -6.4% | +29.3% | +24.2% |
| 1Y | +21.8% | -7.6% | +29.4% | +23.3% |
| 3Y | +114.4% | +43.2% | +71.2% | +75.5% |
| All | +79.1% | +28.6% | +50.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling