+25.3%
MTUM vs RACE
-16.2%
+41.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.0% |
| 7D | +1.7% | -2.5% | +4.2% | +1.9% |
| 30D | -1.7% | +0.8% | -2.4% | -1.7% |
| 3M | -6.3% | +17.2% | -23.5% | -7.8% |
| 6M | +21.8% | +13.6% | +8.3% | +19.5% |
| YTD | +22.0% | +12.2% | +9.8% | +19.8% |
| 1Y | +25.3% | -16.3% | +41.6% | +23.3% |
| All | +25.3% | -16.2% | +41.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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