+349.5%
MTUM vs RBA
+206.5%
+143.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -2.9% | +0.5% | -1.8% |
| 3M | -3.6% | -20.9% | +17.3% | +2.1% |
| 6M | +23.7% | -17.7% | +41.3% | +29.2% |
| YTD | +22.9% | -18.2% | +41.1% | +28.2% |
| 1Y | +21.8% | -29.1% | +50.8% | +32.3% |
| 3Y | +114.4% | +29.5% | +84.9% | +93.0% |
| 5Y | +79.6% | +40.2% | +39.3% | +53.2% |
| All | +349.5% | +206.5% | +143.0% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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