+178.3%
MTUM vs ONTO
+688.0%
-509.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +4.1% | +9.4% | -5.2% | +1.6% |
| 30D | +0.6% | -4.4% | +5.1% | +1.4% |
| 3M | -0.6% | +1.6% | -2.2% | -3.0% |
| 6M | +25.3% | +45.3% | -19.9% | +10.5% |
| YTD | +23.8% | +76.4% | -52.5% | +3.1% |
| 1Y | +25.4% | +167.2% | -141.8% | -7.6% |
| 3Y | +117.3% | +116.6% | +0.7% | +54.4% |
| 5Y | +79.7% | +263.7% | -184.1% | +1.6% |
| All | +178.3% | +688.0% | -509.7% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling