+343.8%
MTUM vs MOD
+1,465.6%
-1,121.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.4% |
| 7D | +1.2% | -3.9% | +5.2% | +1.9% |
| 30D | -1.7% | -9.6% | +7.9% | -0.2% |
| 3M | -0.5% | -30.6% | +30.1% | +5.1% |
| 6M | +22.3% | -10.9% | +33.3% | +23.9% |
| YTD | +21.4% | +34.3% | -12.9% | +14.9% |
| 1Y | +20.0% | +18.3% | +1.7% | +15.0% |
| 3Y | +113.0% | +281.9% | -168.9% | +67.7% |
| 5Y | +77.3% | +1,486.4% | -1,409.1% | +13.1% |
| All | +343.8% | +1,465.6% | -1,121.8% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling