+388.5%
MTUM vs RACE
+647.6%
-259.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | +1.7% | -2.5% | +4.2% | +2.6% |
| 30D | -1.7% | +0.8% | -2.4% | -2.0% |
| 3M | -6.3% | +17.2% | -23.5% | -11.9% |
| 6M | +21.8% | +13.6% | +8.3% | +15.3% |
| YTD | +22.0% | +12.2% | +9.8% | +15.3% |
| 1Y | +25.3% | -16.3% | +41.6% | +30.7% |
| 3Y | +112.1% | +36.4% | +75.7% | +77.7% |
| 5Y | +76.2% | +95.0% | -18.7% | +25.7% |
| 10Y | +340.1% | +813.2% | -473.1% | +114.1% |
| All | +388.5% | +647.6% | -259.1% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling