+10.2%
MTUM vs MOD
-33.0%
+43.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -21.4% | +19.5% | +3.4% |
| 7D | -10.1% | -31.3% | +21.2% | -1.8% |
| 30D | -15.6% | -46.1% | +30.6% | -2.2% |
| 3M | -12.7% | -51.1% | +38.4% | +3.1% |
| 6M | -3.7% | -62.1% | +58.3% | +20.5% |
| YTD | +9.4% | -26.2% | +35.6% | +23.2% |
| 1Y | +10.2% | -32.6% | +42.8% | +25.0% |
| All | +10.2% | -33.0% | +43.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling