+79.1%
MTUM vs MKTX
-60.5%
+139.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -2.4% | +0.7% | -3.2% | -2.5% |
| 3M | -3.6% | +40.8% | -44.4% | -6.8% |
| 6M | +23.7% | -8.0% | +31.7% | +24.6% |
| YTD | +22.9% | -8.7% | +31.6% | +23.8% |
| 1Y | +21.8% | -11.8% | +33.6% | +23.1% |
| 3Y | +114.4% | -24.0% | +138.5% | +115.7% |
| All | +79.1% | -60.5% | +139.6% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling