+79.7%
MTUM vs MOD
+1,517.1%
-1,437.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.9% |
| 7D | +4.1% | +3.6% | +0.5% | +3.3% |
| 30D | +0.6% | -2.6% | +3.3% | +1.1% |
| 3M | -0.6% | -33.1% | +32.5% | +7.1% |
| 6M | +25.3% | -7.5% | +32.9% | +26.4% |
| YTD | +23.8% | +39.3% | -15.5% | +14.7% |
| 1Y | +25.4% | +34.3% | -8.9% | +15.8% |
| 3Y | +117.3% | +296.2% | -178.9% | +57.8% |
| 5Y | +79.7% | +1,504.6% | -1,424.9% | -6.0% |
| All | +79.7% | +1,517.1% | -1,437.5% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling