+23.7%
MTUM vs OMC
-1.4%
+25.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.2% |
| 7D | +0.7% | -4.4% | +5.1% | -0.1% |
| 30D | -2.4% | -7.6% | +5.2% | -3.9% |
| 3M | -3.6% | +4.5% | -8.2% | -2.6% |
| 6M | +23.7% | -0.3% | +23.9% | +28.4% |
| All | +23.7% | -1.4% | +25.1% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling