+94.9%
MTUM vs PCOR
-30.9%
+125.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.5% |
| 7D | +1.7% | -9.0% | +10.7% | +3.2% |
| 30D | -1.7% | +4.2% | -5.8% | -2.5% |
| 3M | -6.3% | +14.4% | -20.8% | -8.9% |
| 6M | +21.8% | +0.2% | +21.7% | +20.2% |
| YTD | +22.0% | -20.3% | +42.3% | +25.4% |
| 1Y | +25.3% | -16.1% | +41.5% | +26.8% |
| 3Y | +112.1% | -14.7% | +126.9% | +108.3% |
| 5Y | +76.2% | -43.2% | +119.4% | +72.6% |
| All | +94.9% | -30.9% | +125.8% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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