-74.8%
MTUM vs MGY
+10.4%
-85.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | +0.6% | -77.7% | -77.0% |
| 7D | -79.0% | -10.3% | -68.7% | -79.2% |
| 30D | -80.7% | -1.8% | -79.0% | -80.6% |
| 3M | -79.8% | -0.1% | -79.6% | -79.5% |
| 6M | -78.4% | -22.8% | -55.6% | -79.0% |
| YTD | -74.9% | +9.5% | -84.4% | -75.5% |
| 1Y | -74.8% | +12.6% | -87.4% | -75.6% |
| All | -74.8% | +10.4% | -85.2% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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