+349.5%
MTUM vs RACE
+844.0%
-494.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +0.7% | +0.9% | -0.2% | +0.3% |
| 30D | -2.4% | +1.6% | -4.1% | -3.2% |
| 3M | -3.6% | +13.2% | -16.8% | -8.7% |
| 6M | +23.7% | +22.9% | +0.8% | +12.9% |
| YTD | +22.9% | +13.3% | +9.7% | +15.1% |
| 1Y | +21.8% | -12.7% | +34.4% | +25.3% |
| 3Y | +114.4% | +40.3% | +74.2% | +73.1% |
| 5Y | +79.6% | +96.5% | -16.9% | +21.5% |
| All | +349.5% | +844.0% | -494.5% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling