+25.4%
MTUM vs PR
+77.2%
-51.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.1% | -0.8% | +5.0% | +4.1% |
| 30D | +0.6% | +11.3% | -10.6% | +1.2% |
| 3M | -0.6% | +24.1% | -24.7% | +0.6% |
| 6M | +25.3% | +25.4% | 0.0% | +25.6% |
| YTD | +23.8% | +71.2% | -47.4% | +23.3% |
| 1Y | +25.4% | +78.6% | -53.2% | +24.0% |
| All | +25.4% | +77.2% | -51.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling