+176.2%
MTUM vs ONTO
+696.1%
-519.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | 0.0% |
| 7D | +0.7% | +4.9% | -4.2% | -0.6% |
| 30D | -2.4% | -16.6% | +14.2% | +2.1% |
| 3M | -3.6% | -7.3% | +3.7% | -3.5% |
| 6M | +23.7% | +45.9% | -22.3% | +8.9% |
| YTD | +22.9% | +78.2% | -55.3% | +2.0% |
| 1Y | +21.8% | +159.8% | -138.1% | -9.6% |
| 3Y | +114.4% | +123.4% | -9.0% | +51.0% |
| 5Y | +79.6% | +265.8% | -186.2% | +1.4% |
| All | +176.2% | +696.1% | -519.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling