+359.6%
MTUM vs MLM
+203.1%
+156.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +4.1% | -2.7% | +6.8% | +5.0% |
| 30D | +0.6% | -8.3% | +9.0% | +3.4% |
| 3M | -0.6% | -12.0% | +11.3% | +2.9% |
| 6M | +25.3% | -17.6% | +43.0% | +32.6% |
| YTD | +23.8% | -18.9% | +42.7% | +31.2% |
| 1Y | +25.4% | -17.6% | +43.0% | +32.0% |
| 3Y | +117.3% | +16.8% | +100.5% | +102.4% |
| 5Y | +79.7% | +41.0% | +38.6% | +55.9% |
| 10Y | +359.6% | +209.3% | +150.3% | +207.6% |
| All | +359.6% | +203.1% | +156.5% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling