+368.5%
MTUM vs PR
+169.5%
+199.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +1.7% | +2.9% | -1.2% | +1.6% |
| 30D | -1.7% | +18.0% | -19.7% | -2.6% |
| 3M | -6.3% | +16.9% | -23.2% | -7.2% |
| 6M | +21.8% | +28.2% | -6.4% | +19.9% |
| YTD | +22.0% | +69.3% | -47.3% | +18.2% |
| 1Y | +25.3% | +69.5% | -44.2% | +21.3% |
| 3Y | +112.1% | +81.7% | +30.5% | +103.6% |
| 5Y | +76.2% | +422.2% | -346.0% | +61.1% |
| 10Y | +340.1% | +110.4% | +229.8% | +361.0% |
| All | +368.5% | +169.5% | +199.0% | +383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling