+343.8%
MTUM vs PAAS
+232.4%
+111.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.5% |
| 7D | +1.2% | -3.7% | +5.0% | +1.7% |
| 30D | -1.7% | -1.9% | +0.2% | -1.6% |
| 3M | -0.5% | +15.1% | -15.5% | -2.5% |
| 6M | +22.3% | -17.1% | +39.4% | +24.2% |
| YTD | +21.4% | -1.3% | +22.7% | +20.2% |
| 1Y | +20.0% | +41.1% | -21.1% | +13.7% |
| 3Y | +113.0% | +244.2% | -131.3% | +79.1% |
| 5Y | +77.3% | +120.8% | -43.5% | +53.6% |
| All | +343.8% | +232.4% | +111.4% | +268.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling