+486.2%
MTUM vs MLM
+498.4%
-12.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | -10.2% | -4.1% | -6.1% | -9.1% |
| 30D | -20.9% | +8.2% | -29.1% | -22.9% |
| 3M | -17.1% | -3.6% | -13.5% | -16.4% |
| 6M | -14.5% | -15.6% | +1.1% | -10.7% |
| YTD | +2.3% | -16.4% | +18.7% | +6.8% |
| 1Y | +4.0% | -14.3% | +18.3% | +7.8% |
| 3Y | +80.7% | +19.3% | +61.4% | +67.9% |
| 5Y | +40.1% | +29.6% | +10.5% | +25.2% |
| 10Y | +285.9% | +189.9% | +96.0% | +161.0% |
| All | +486.2% | +498.4% | -12.2% | +227.3% |
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