+79.1%
MTUM vs MTB
+104.1%
-25.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -2.4% | -4.8% | +2.4% | -1.1% |
| 3M | -3.6% | +6.0% | -9.6% | -5.5% |
| 6M | +23.7% | +19.6% | +4.0% | +17.0% |
| YTD | +22.9% | +21.5% | +1.4% | +15.6% |
| 1Y | +21.8% | +24.7% | -2.9% | +13.5% |
| 3Y | +114.4% | +108.6% | +5.9% | +72.1% |
| All | +79.1% | +104.1% | -25.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling