+595.4%
MTUM vs MDY
+291.7%
+303.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.2% |
| 7D | +1.2% | -2.5% | +3.8% | +3.3% |
| 30D | -1.7% | -5.0% | +3.4% | +2.5% |
| 3M | -0.5% | +0.5% | -0.9% | -0.5% |
| 6M | +22.3% | +8.0% | +14.3% | +15.9% |
| YTD | +21.4% | +12.2% | +9.2% | +11.6% |
| 1Y | +20.0% | +14.0% | +6.0% | +8.9% |
| 3Y | +113.0% | +48.2% | +64.8% | +57.1% |
| 5Y | +77.3% | +46.1% | +31.2% | +31.2% |
| 10Y | +350.5% | +173.8% | +176.7% | +97.1% |
| All | +595.4% | +291.7% | +303.7% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling