+79.7%
MTUM vs PL
+72.5%
+7.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +4.1% | -13.9% | +18.0% | +5.7% |
| 30D | +0.6% | -25.5% | +26.1% | +3.7% |
| 3M | -0.6% | -44.8% | +44.1% | +5.1% |
| 6M | +25.3% | -33.3% | +58.7% | +28.4% |
| YTD | +23.8% | -12.7% | +36.5% | +22.9% |
| 1Y | +25.4% | +90.9% | -65.5% | +14.0% |
| 3Y | +117.3% | +528.5% | -411.2% | +62.8% |
| 5Y | +79.7% | +72.7% | +7.0% | +40.0% |
| All | +79.7% | +72.5% | +7.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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