+25.3%
MTUM vs REPL
+161.1%
-135.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +1.8% |
| 7D | +1.7% | -3.0% | +4.7% | +1.7% |
| 30D | -1.7% | +27.1% | -28.8% | -1.9% |
| 3M | -6.3% | +52.4% | -58.7% | -7.0% |
| 6M | +21.8% | +107.4% | -85.6% | +20.0% |
| YTD | +22.0% | +54.7% | -32.7% | +20.3% |
| 1Y | +25.3% | +158.9% | -133.5% | +23.2% |
| All | +25.3% | +161.1% | -135.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling