+48.7%
MTUM vs PL
+37.0%
+11.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.5% | -9.6% | +3.3% |
| 7D | -2.8% | +10.9% | -13.7% | -4.0% |
| 30D | -16.4% | -16.4% | -0.1% | -15.0% |
| 3M | -13.4% | -39.9% | +26.6% | -9.0% |
| 6M | -11.1% | -63.2% | +52.1% | -2.7% |
| YTD | +7.3% | -27.1% | +34.4% | +8.2% |
| 1Y | +8.5% | +12.2% | -3.7% | +4.2% |
| 3Y | +89.5% | +584.3% | -494.7% | +40.5% |
| 5Y | +48.7% | +37.0% | +11.8% | +22.1% |
| All | +48.7% | +37.0% | +11.8% | +22.1% |
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