+595.4%
MTUM vs MKC
+85.8%
+509.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | +1.2% | -2.8% | +4.1% | +2.0% |
| 30D | -1.7% | -3.4% | +1.7% | -0.9% |
| 3M | -0.5% | +3.8% | -4.2% | -2.3% |
| 6M | +22.3% | -17.9% | +40.3% | +28.4% |
| YTD | +21.4% | -23.6% | +45.0% | +29.6% |
| 1Y | +20.0% | -23.1% | +43.1% | +27.4% |
| 3Y | +113.0% | -31.5% | +144.5% | +131.0% |
| 5Y | +77.3% | -33.1% | +110.4% | +89.1% |
| 10Y | +350.5% | +29.3% | +321.2% | +251.0% |
| All | +595.4% | +85.8% | +509.6% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling