+396.0%
MTUM vs P
+485.4%
-89.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | +1.7% | +6.5% | -4.8% | +0.3% |
| 30D | -1.7% | +18.8% | -20.5% | -5.8% |
| 3M | -6.3% | +26.7% | -33.1% | -11.7% |
| 6M | +21.8% | +62.2% | -40.3% | +8.2% |
| YTD | +22.0% | +48.5% | -26.5% | +9.7% |
| 1Y | +25.3% | +26.4% | -1.0% | +14.5% |
| 3Y | +112.1% | +159.4% | -47.3% | +58.0% |
| 5Y | +76.2% | +275.8% | -199.6% | +18.1% |
| 10Y | +340.1% | +732.0% | -391.9% | +150.6% |
| All | +396.0% | +485.4% | -89.3% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling