-10.7%
MTUM vs REPL
+448.6%
-459.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -11.8% |
| 3M | -13.8% | +44.1% | -57.9% | -14.4% |
| 6M | -10.7% | +313.0% | -323.7% | -12.4% |
| All | -10.7% | +448.6% | -459.3% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling