+79.1%
MTUM vs POET
-6.5%
+85.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +1.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -2.4% | -10.4% | +7.9% | -1.9% |
| 3M | -3.6% | -29.3% | +25.7% | -2.3% |
| 6M | +23.7% | +6.9% | +16.8% | +19.7% |
| YTD | +22.9% | +25.6% | -2.7% | +17.6% |
| 1Y | +21.8% | +49.2% | -27.4% | +14.7% |
| 3Y | +114.4% | +128.4% | -14.0% | +94.5% |
| All | +79.1% | -6.5% | +85.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling