+349.5%
MTUM vs MDY
+177.2%
+172.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | +0.7% | -1.9% | +2.6% | +2.2% |
| 30D | -2.4% | -4.6% | +2.2% | +1.3% |
| 3M | -3.6% | -1.2% | -2.4% | -2.4% |
| 6M | +23.7% | +9.2% | +14.5% | +16.1% |
| YTD | +22.9% | +13.1% | +9.9% | +12.4% |
| 1Y | +21.8% | +13.0% | +8.8% | +11.4% |
| 3Y | +114.4% | +49.2% | +65.2% | +57.9% |
| 5Y | +79.6% | +47.2% | +32.3% | +32.6% |
| All | +349.5% | +177.2% | +172.3% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling