+10.9%
MTUM vs MOD
-30.3%
+41.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +2.9% |
| 7D | +1.5% | +8.2% | -6.7% | -0.6% |
| 30D | -12.1% | -38.2% | +26.1% | -1.5% |
| 3M | -10.0% | -46.2% | +36.2% | +3.9% |
| 6M | -9.4% | -62.5% | +53.2% | +13.1% |
| YTD | +11.1% | -20.1% | +31.2% | +22.7% |
| All | +10.9% | -30.3% | +41.2% | +23.8% |
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