+359.6%
MTUM vs PR
+88.3%
+271.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.1% | -0.8% | +5.0% | +4.2% |
| 30D | +0.6% | +11.3% | -10.6% | 0.0% |
| 3M | -0.6% | +24.1% | -24.7% | -1.9% |
| 6M | +25.3% | +25.4% | 0.0% | +23.5% |
| YTD | +23.8% | +71.2% | -47.4% | +19.9% |
| 1Y | +25.4% | +78.6% | -53.2% | +21.0% |
| 3Y | +117.3% | +85.2% | +32.0% | +108.2% |
| 5Y | +79.7% | +419.0% | -339.3% | +64.2% |
| 10Y | +359.6% | +86.2% | +273.3% | +390.7% |
| All | +359.6% | +88.3% | +271.3% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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