+197.4%
MTUM vs REPL
-7.7%
+205.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | +4.1% | -5.7% | +9.8% | +4.3% |
| 30D | -0.2% | +22.5% | -22.7% | -1.1% |
| 3M | -1.9% | +64.7% | -66.6% | -5.6% |
| 6M | +28.1% | +83.0% | -54.9% | +17.9% |
| YTD | +23.6% | +52.0% | -28.4% | +14.5% |
| 1Y | +26.1% | +144.5% | -118.4% | +11.1% |
| 3Y | +116.8% | -25.1% | +141.9% | +84.7% |
| 5Y | +80.0% | -52.9% | +132.9% | +55.5% |
| All | +197.4% | -7.7% | +205.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling