+116.8%
MTUM vs RACE
+39.3%
+77.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | +4.1% | -1.0% | +5.1% | +4.3% |
| 30D | -0.2% | -1.5% | +1.3% | +0.1% |
| 3M | -1.9% | +15.5% | -17.4% | -5.2% |
| 6M | +28.1% | +17.3% | +10.8% | +23.0% |
| YTD | +23.6% | +11.1% | +12.5% | +19.8% |
| 1Y | +26.1% | -14.3% | +40.4% | +29.7% |
| 3Y | +116.8% | +40.2% | +76.7% | +85.1% |
| All | +116.8% | +39.3% | +77.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling