+536.8%
MTUM vs MOD
+1,102.6%
-565.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +3.2% |
| 7D | +1.5% | +8.2% | -6.7% | +0.3% |
| 30D | -12.1% | -38.2% | +26.1% | -5.6% |
| 3M | -10.0% | -46.2% | +36.2% | -1.5% |
| 6M | -9.4% | -62.5% | +53.2% | +4.3% |
| YTD | +11.1% | -20.1% | +31.2% | +13.4% |
| 1Y | +10.8% | -29.7% | +40.5% | +14.7% |
| 3Y | +92.9% | +136.2% | -43.3% | +63.4% |
| 5Y | +55.2% | +820.4% | -765.1% | +7.0% |
| 10Y | +315.6% | +839.8% | -524.2% | +158.2% |
| All | +536.8% | +1,102.6% | -565.8% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling