+604.3%
MTUM vs MKTX
+378.5%
+225.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -2.4% | +0.7% | -3.2% | -2.6% |
| 3M | -3.6% | +40.8% | -44.4% | -11.2% |
| 6M | +23.7% | -8.0% | +31.7% | +24.8% |
| YTD | +22.9% | -8.7% | +31.6% | +24.0% |
| 1Y | +21.8% | -11.8% | +33.6% | +23.5% |
| 3Y | +114.4% | -24.0% | +138.5% | +117.3% |
| 5Y | +79.6% | -60.3% | +139.9% | +112.3% |
| 10Y | +356.2% | +5.0% | +351.3% | +303.7% |
| All | +604.3% | +378.5% | +225.8% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling