+195.8%
MTUM vs REPL
-19.2%
+215.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +0.7% | -14.1% | +14.8% | +1.3% |
| 30D | -2.4% | -15.2% | +12.8% | -1.9% |
| 3M | -3.6% | +49.9% | -53.5% | -6.9% |
| 6M | +23.7% | +63.5% | -39.9% | +14.3% |
| YTD | +22.9% | +32.9% | -10.0% | +14.5% |
| 1Y | +21.8% | +115.0% | -93.2% | +7.8% |
| 3Y | +114.4% | -34.7% | +149.2% | +83.6% |
| 5Y | +79.6% | -59.7% | +139.2% | +56.3% |
| All | +195.8% | -19.2% | +215.1% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling