+116.0%
MTUM vs P
+144.8%
-28.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.1% |
| 7D | +4.1% | +5.0% | -0.9% | +3.0% |
| 30D | +0.6% | -0.9% | +1.6% | +0.3% |
| 3M | -0.6% | +38.7% | -39.3% | -8.2% |
| 6M | +25.3% | +54.4% | -29.0% | +12.2% |
| YTD | +23.8% | +44.8% | -21.0% | +11.7% |
| 1Y | +25.4% | +22.5% | +2.8% | +14.6% |
| All | +116.0% | +144.8% | -28.8% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling