+111.7%
MTUM vs REPL
-33.1%
+144.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -1.9% |
| 7D | +1.2% | -13.4% | +14.7% | +1.4% |
| 30D | -1.7% | -3.0% | +1.3% | -1.7% |
| 3M | -0.5% | +56.3% | -56.8% | -1.5% |
| 6M | +22.3% | +60.9% | -38.5% | +19.9% |
| YTD | +21.4% | +36.2% | -14.9% | +19.1% |
| 1Y | +20.0% | +121.0% | -101.0% | +16.5% |
| All | +111.7% | -33.1% | +144.9% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling