+114.4%
MTUM vs MTCH
-0.9%
+115.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | -2.4% | +15.9% | -18.3% | -4.4% |
| 3M | -3.6% | +23.3% | -26.9% | -6.6% |
| 6M | +23.7% | +40.1% | -16.5% | +17.4% |
| YTD | +22.9% | +33.6% | -10.7% | +17.4% |
| 1Y | +21.8% | +14.1% | +7.7% | +18.8% |
| 3Y | +114.4% | +1.4% | +113.0% | +107.5% |
| All | +114.4% | -0.9% | +115.3% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling