+10.2%
MTUM vs POET
-21.9%
+32.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.5% |
| 7D | -10.1% | -16.4% | +6.3% | -8.5% |
| 30D | -15.6% | -37.5% | +22.0% | -11.7% |
| 3M | -12.7% | -43.1% | +30.3% | -8.2% |
| 6M | -3.7% | -31.4% | +27.6% | -1.0% |
| YTD | +9.4% | -22.9% | +32.4% | +5.1% |
| 1Y | +10.2% | -18.0% | +28.2% | +5.0% |
| All | +10.2% | -21.9% | +32.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 1y: compounded portfolio wealth divided by compounded POET 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…
1y analysis · Full analysis span regression · 6 months rolling