+599.3%
MTUM vs MLM
+494.5%
+104.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +1.7% | -2.9% | +4.6% | +2.6% |
| 30D | -1.7% | -6.8% | +5.2% | +0.4% |
| 3M | -6.3% | -11.2% | +4.9% | -3.4% |
| 6M | +21.8% | -21.8% | +43.7% | +30.6% |
| YTD | +22.0% | -17.0% | +39.0% | +28.0% |
| 1Y | +25.3% | -16.4% | +41.7% | +31.0% |
| 3Y | +112.1% | +14.5% | +97.7% | +99.8% |
| 5Y | +76.2% | +41.7% | +34.5% | +54.0% |
| 10Y | +340.1% | +200.0% | +140.1% | +195.6% |
| All | +599.3% | +494.5% | +104.8% | +292.2% |
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