+349.5%
MTUM vs P
+718.8%
-369.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +0.3% |
| 7D | +0.7% | -1.3% | +2.1% | +1.0% |
| 30D | -2.4% | -11.9% | +9.4% | 0.0% |
| 3M | -3.6% | +41.6% | -45.2% | -11.8% |
| 6M | +23.7% | +58.1% | -34.5% | +9.2% |
| YTD | +22.9% | +46.5% | -23.6% | +9.7% |
| 1Y | +21.8% | +19.1% | +2.7% | +11.8% |
| 3Y | +114.4% | +150.6% | -36.1% | +55.8% |
| 5Y | +79.6% | +271.8% | -192.2% | +14.7% |
| All | +349.5% | +718.8% | -369.4% | +139.9% |
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