+114.4%
MTUM vs MGY
+25.2%
+89.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.7% | +3.5% | -2.8% | +0.2% |
| 30D | -2.4% | +5.3% | -7.7% | -3.2% |
| 3M | -3.6% | +2.6% | -6.3% | -4.1% |
| 6M | +23.7% | -3.3% | +26.9% | +23.3% |
| YTD | +22.9% | +29.2% | -6.3% | +14.3% |
| 1Y | +21.8% | +18.0% | +3.7% | +15.4% |
| 3Y | +114.4% | +30.0% | +84.4% | +97.2% |
| All | +114.4% | +25.2% | +89.3% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling