+10.2%
MTUM vs PAAS
+24.3%
-14.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.4% | -10.3% | -3.5% |
| 7D | -10.1% | -1.1% | -9.0% | -9.9% |
| 30D | -15.6% | -8.5% | -7.1% | -14.2% |
| 3M | -12.7% | -7.3% | -5.5% | -12.3% |
| 6M | -3.7% | -18.3% | +14.6% | -1.3% |
| YTD | +9.4% | -19.2% | +28.6% | +11.4% |
| 1Y | +10.2% | +26.1% | -15.9% | +2.5% |
| All | +10.2% | +24.3% | -14.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling