+608.1%
MTUM vs RBA
+458.8%
+149.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.8% |
| 7D | +4.1% | -1.1% | +5.2% | +4.4% |
| 30D | -0.2% | -13.2% | +13.0% | +3.2% |
| 3M | -1.9% | -21.4% | +19.4% | +3.4% |
| 6M | +28.1% | -20.9% | +49.0% | +34.6% |
| YTD | +23.6% | -19.9% | +43.4% | +29.0% |
| 1Y | +26.1% | -28.7% | +54.8% | +35.5% |
| 3Y | +116.8% | +27.4% | +89.4% | +99.3% |
| 5Y | +80.0% | +41.7% | +38.3% | +57.2% |
| 10Y | +346.4% | +189.6% | +156.8% | +222.7% |
| All | +608.1% | +458.8% | +149.3% | +365.2% |
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