+114.4%
MTUM vs RGEN
+2.2%
+112.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -1.4% | +2.2% | +0.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.5% |
| 3M | -3.6% | +23.9% | -27.5% | -7.1% |
| 6M | +23.7% | +38.5% | -14.9% | +16.6% |
| YTD | +22.9% | +0.8% | +22.1% | +21.6% |
| 1Y | +21.8% | +38.2% | -16.5% | +14.5% |
| 3Y | +114.4% | +1.3% | +113.1% | +113.7% |
| All | +114.4% | +2.2% | +112.3% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling