+311.9%
MTUM vs PR
+149.9%
+162.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +5.9% | +4.9% |
| 7D | -2.8% | -12.4% | +9.6% | -2.1% |
| 30D | -16.4% | -6.6% | -9.9% | -16.1% |
| 3M | -13.4% | +7.5% | -20.9% | -13.8% |
| 6M | -11.1% | +10.8% | -21.9% | -11.7% |
| YTD | +7.3% | +57.0% | -49.7% | +4.3% |
| 1Y | +8.5% | +67.9% | -59.4% | +5.1% |
| 3Y | +89.5% | +87.6% | +2.0% | +81.8% |
| 5Y | +48.7% | +220.4% | -171.6% | +38.0% |
| 10Y | +295.6% | +64.8% | +230.8% | +315.7% |
| All | +311.9% | +149.9% | +162.0% | +326.7% |
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 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