+513.5%
MTUM vs MLM
+510.0%
+3.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -4.1% | -2.9% | -1.2% | -3.2% |
| 30D | -16.6% | +10.4% | -27.0% | -19.2% |
| 3M | -13.0% | -3.7% | -9.2% | -12.2% |
| 6M | -11.3% | -10.3% | -1.0% | -9.1% |
| YTD | +7.1% | -14.8% | +21.9% | +11.2% |
| 1Y | +6.4% | -13.9% | +20.3% | +10.1% |
| 3Y | +85.9% | +18.4% | +67.5% | +73.2% |
| 5Y | +50.0% | +31.8% | +18.2% | +33.4% |
| 10Y | +299.9% | +143.4% | +156.5% | +182.6% |
| All | +513.5% | +510.0% | +3.5% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling