+52.2%
MTUM vs REPL
-35.0%
+87.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +6.6% | +1.2% | +5.4% | +6.6% |
| 30D | -10.8% | +92.2% | -103.0% | -12.1% |
| 3M | -13.8% | +44.1% | -57.9% | -14.6% |
| 6M | -10.7% | +313.0% | -323.7% | -14.8% |
| YTD | +9.1% | +125.2% | -116.1% | +3.9% |
| 1Y | +11.4% | +143.8% | -132.4% | +5.8% |
| 3Y | +88.8% | +104.2% | -15.4% | +64.6% |
| All | +52.2% | -35.0% | +87.2% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling