+349.5%
MTUM vs MKC
+29.9%
+319.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | -2.4% | -3.1% | +0.7% | -1.9% |
| 3M | -3.6% | +5.2% | -8.8% | -5.5% |
| 6M | +23.7% | -12.8% | +36.5% | +27.2% |
| YTD | +22.9% | -23.3% | +46.2% | +30.4% |
| 1Y | +21.8% | -24.1% | +45.9% | +29.2% |
| 3Y | +114.4% | -32.1% | +146.6% | +132.4% |
| 5Y | +79.6% | -32.8% | +112.4% | +90.5% |
| All | +349.5% | +29.9% | +319.6% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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