+10.2%
MTUM vs MTB
+27.0%
-16.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.2% |
| 7D | -10.1% | +2.0% | -12.1% | -10.4% |
| 30D | -15.6% | +2.9% | -18.5% | -16.0% |
| 3M | -12.7% | -10.7% | -2.1% | -10.7% |
| 6M | -3.7% | +6.3% | -10.1% | -6.4% |
| YTD | +9.4% | +13.8% | -4.3% | +4.2% |
| 1Y | +10.2% | +27.7% | -17.5% | +2.0% |
| All | +10.2% | +27.0% | -16.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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