+116.0%
MTUM vs MOD
+290.9%
-174.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.9% |
| 7D | +4.1% | +3.6% | +0.5% | +3.2% |
| 30D | +0.6% | -2.6% | +3.3% | +1.1% |
| 3M | -0.6% | -33.1% | +32.5% | +8.0% |
| 6M | +25.3% | -7.5% | +32.9% | +26.6% |
| YTD | +23.8% | +39.3% | -15.5% | +14.1% |
| 1Y | +25.4% | +34.3% | -8.9% | +15.1% |
| All | +116.0% | +290.9% | -174.8% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling