+599.3%
MTUM vs MOD
+2,094.6%
-1,495.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.1% |
| 7D | +1.7% | +9.6% | -7.9% | +0.3% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | -6.3% | -35.4% | +29.0% | -0.2% |
| 6M | +21.8% | -7.3% | +29.1% | +22.4% |
| YTD | +22.0% | +45.8% | -23.8% | +14.1% |
| 1Y | +25.3% | +43.1% | -17.8% | +16.7% |
| 3Y | +112.1% | +297.7% | -185.5% | +65.8% |
| 5Y | +76.2% | +1,478.8% | -1,402.5% | +11.9% |
| 10Y | +340.1% | +1,633.4% | -1,293.2% | +149.7% |
| All | +599.3% | +2,094.6% | -1,495.3% | +280.7% |
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