+595.4%
MTUM vs OMC
+106.9%
+488.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | +1.2% | -6.2% | +7.5% | +3.1% |
| 30D | -1.7% | -7.6% | +5.9% | +0.3% |
| 3M | -0.5% | +7.4% | -7.9% | -3.6% |
| 6M | +22.3% | +0.1% | +22.2% | +20.8% |
| YTD | +21.4% | +0.4% | +20.9% | +18.6% |
| 1Y | +20.0% | +7.8% | +12.3% | +13.9% |
| 3Y | +113.0% | +11.8% | +101.1% | +95.7% |
| 5Y | +77.3% | +32.5% | +44.8% | +50.3% |
| 10Y | +350.5% | +34.2% | +316.2% | +259.2% |
| All | +595.4% | +106.9% | +488.5% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling