+79.1%
MTUM vs MKC
-33.0%
+112.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | -2.4% | -3.1% | +0.7% | -2.4% |
| 3M | -3.6% | +5.2% | -8.8% | -4.1% |
| 6M | +23.7% | -12.8% | +36.5% | +25.3% |
| YTD | +22.9% | -23.3% | +46.2% | +26.1% |
| 1Y | +21.8% | -24.1% | +45.9% | +25.0% |
| 3Y | +114.4% | -32.1% | +146.6% | +124.3% |
| All | +79.1% | -33.0% | +112.2% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling