+595.4%
MTUM vs MTB
+257.7%
+337.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +1.2% | -0.4% | +1.7% | +1.4% |
| 30D | -1.7% | -4.6% | +2.9% | -0.4% |
| 3M | -0.5% | +7.4% | -7.9% | -2.7% |
| 6M | +22.3% | +18.7% | +3.7% | +16.1% |
| YTD | +21.4% | +21.1% | +0.3% | +14.4% |
| 1Y | +20.0% | +24.1% | -4.0% | +12.2% |
| 3Y | +113.0% | +115.3% | -2.4% | +68.3% |
| 5Y | +77.3% | +106.0% | -28.7% | +38.6% |
| 10Y | +350.5% | +171.6% | +178.9% | +194.9% |
| All | +595.4% | +257.7% | +337.7% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling