+299.9%
MTUM vs PR
+65.1%
+234.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.1% | -9.5% | +5.4% | -3.6% |
| 30D | -16.6% | -5.7% | -10.9% | -16.3% |
| 3M | -13.0% | +3.0% | -16.0% | -13.2% |
| 6M | -11.3% | +11.8% | -23.1% | -12.0% |
| YTD | +7.1% | +58.5% | -51.4% | +4.0% |
| 1Y | +6.4% | +69.9% | -63.5% | +2.9% |
| 3Y | +85.9% | +84.9% | +1.0% | +78.3% |
| 5Y | +50.0% | +246.4% | -196.4% | +38.8% |
| 10Y | +299.9% | +70.3% | +229.6% | +330.8% |
| All | +299.9% | +65.1% | +234.9% | +330.8% |
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