+77.3%
MTUM vs RBA
+36.6%
+40.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | -1.7% | -9.8% | +8.1% | +0.6% |
| 3M | -0.5% | -23.5% | +23.0% | +5.3% |
| 6M | +22.3% | -21.5% | +43.9% | +28.4% |
| YTD | +21.4% | -21.2% | +42.5% | +26.8% |
| 1Y | +20.0% | -30.2% | +50.2% | +29.3% |
| 3Y | +113.0% | +25.3% | +87.6% | +98.0% |
| 5Y | +77.3% | +35.1% | +42.2% | +55.6% |
| All | +77.3% | +36.6% | +40.7% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling