+114.4%
MTUM vs OMC
+10.5%
+104.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.3% |
| 7D | +0.7% | -4.4% | +5.1% | +1.2% |
| 30D | -2.4% | -7.6% | +5.2% | -1.6% |
| 3M | -3.6% | +4.5% | -8.2% | -4.9% |
| 6M | +23.7% | -0.3% | +23.9% | +23.0% |
| YTD | +22.9% | -0.1% | +23.0% | +22.1% |
| 1Y | +21.8% | +4.6% | +17.1% | +19.1% |
| 3Y | +114.4% | +10.5% | +104.0% | +101.3% |
| All | +114.4% | +10.5% | +104.0% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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