+311.3%
MTUM vs P
+652.0%
-340.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +6.6% | +11.6% | -5.0% | +3.9% |
| 30D | -10.8% | -23.7% | +12.9% | -5.3% |
| 3M | -13.8% | -8.0% | -5.8% | -13.1% |
| 6M | -10.7% | +27.9% | -38.6% | -17.7% |
| YTD | +9.1% | +61.2% | -52.1% | -5.7% |
| 1Y | +11.4% | +28.6% | -17.2% | -0.2% |
| 3Y | +88.8% | +200.5% | -111.7% | +29.7% |
| 5Y | +51.7% | +282.9% | -231.2% | -5.1% |
| All | +311.3% | +652.0% | -340.7% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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