+23.7%
MTUM vs MKTX
-9.4%
+33.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -0.3% |
| 6M | +23.7% | -8.0% | +31.7% | +19.3% |
| All | +23.7% | -9.4% | +33.0% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling