+349.5%
MTUM vs RGEN
+415.7%
-66.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -1.4% | +2.2% | +1.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.5% |
| 3M | -3.6% | +23.9% | -27.5% | -8.4% |
| 6M | +23.7% | +38.5% | -14.9% | +14.1% |
| YTD | +22.9% | +0.8% | +22.1% | +21.0% |
| 1Y | +21.8% | +38.2% | -16.5% | +11.6% |
| 3Y | +114.4% | +1.3% | +113.1% | +100.3% |
| 5Y | +79.6% | -44.0% | +123.6% | +82.0% |
| All | +349.5% | +415.7% | -66.2% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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