+25.3%
MTUM vs MKTX
-8.5%
+33.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | -1.7% | +1.1% | -2.7% | -1.6% |
| 3M | -6.3% | +36.1% | -42.4% | -4.4% |
| 6M | +21.8% | -12.9% | +34.7% | +18.1% |
| YTD | +22.0% | -8.5% | +30.6% | +18.5% |
| 1Y | +25.3% | -7.5% | +32.9% | +21.0% |
| All | +25.3% | -8.5% | +33.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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