+80.9%
MTUM vs PAAS
+126.0%
-45.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.3% |
| 7D | +4.1% | +2.6% | +1.5% | +3.7% |
| 30D | +0.6% | +2.5% | -1.8% | +0.1% |
| 3M | -0.6% | +15.1% | -15.7% | -3.0% |
| 6M | +25.3% | -12.1% | +37.4% | +26.3% |
| YTD | +23.8% | +3.1% | +20.7% | +21.7% |
| 1Y | +25.4% | +50.8% | -25.5% | +17.0% |
| 3Y | +117.3% | +259.5% | -142.2% | +78.0% |
| All | +80.9% | +126.0% | -45.1% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling