+116.8%
MTUM vs MLM
+19.3%
+97.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +4.1% | +1.4% | +2.7% | +3.6% |
| 30D | -0.2% | -6.5% | +6.3% | +2.2% |
| 3M | -1.9% | -7.4% | +5.5% | -0.1% |
| 6M | +28.1% | -15.8% | +43.9% | +35.5% |
| YTD | +23.6% | -17.4% | +41.0% | +30.8% |
| 1Y | +26.1% | -17.9% | +44.0% | +33.6% |
| 3Y | +116.8% | +18.9% | +98.0% | +92.9% |
| All | +116.8% | +19.3% | +97.6% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling