+46.7%
MTUM vs MULL
+2,337.2%
-2,290.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +0.7% | -8.4% | +9.1% | +1.8% |
| 30D | -2.4% | +9.7% | -12.1% | -4.1% |
| 3M | -3.6% | -26.8% | +23.1% | -4.0% |
| 6M | +23.7% | +220.7% | -197.0% | -0.4% |
| YTD | +22.9% | +509.0% | -486.1% | -9.8% |
| 1Y | +21.8% | +1,739.5% | -1,717.8% | -24.4% |
| All | +46.7% | +2,337.2% | -2,290.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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