+111.7%
MTUM vs ONTO
+106.2%
+5.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.1% |
| 7D | +1.2% | +6.5% | -5.3% | -0.4% |
| 30D | -1.7% | -15.9% | +14.2% | +2.4% |
| 3M | -0.5% | -0.2% | -0.3% | -2.0% |
| 6M | +22.3% | +38.7% | -16.4% | +11.2% |
| YTD | +21.4% | +70.4% | -49.0% | +4.9% |
| 1Y | +20.0% | +153.6% | -133.6% | -5.8% |
| All | +111.7% | +106.2% | +5.5% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling