+349.5%
MTUM vs POET
+30.3%
+319.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +1.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -2.4% | -10.4% | +7.9% | -2.0% |
| 3M | -3.6% | -29.3% | +25.7% | -2.4% |
| 6M | +23.7% | +6.9% | +16.8% | +20.2% |
| YTD | +22.9% | +25.6% | -2.7% | +18.3% |
| 1Y | +21.8% | +49.2% | -27.4% | +15.5% |
| 3Y | +114.4% | +128.4% | -14.0% | +93.1% |
| 5Y | +79.6% | -4.2% | +83.8% | +64.0% |
| All | +349.5% | +30.3% | +319.1% | +291.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling