+525.0%
MTUM vs RBA
+549.4%
-24.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | +6.6% | +1.7% | +4.9% | +6.2% |
| 30D | -10.8% | +8.3% | -19.2% | -12.7% |
| 3M | -13.8% | +10.5% | -24.3% | -16.2% |
| 6M | -10.7% | -5.9% | -4.8% | -10.3% |
| YTD | +9.1% | -6.9% | +15.9% | +9.4% |
| 1Y | +11.4% | -4.9% | +16.2% | +11.0% |
| 3Y | +88.8% | +64.5% | +24.4% | +62.9% |
| 5Y | +51.7% | +46.1% | +5.6% | +31.5% |
| 10Y | +307.9% | +208.2% | +99.7% | +186.9% |
| All | +525.0% | +549.4% | -24.3% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling