+79.1%
MTUM vs RGEN
-44.2%
+123.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 6M | +23.7% | +38.5% | -14.9% | +16.1% |
| YTD | +22.9% | +0.8% | +22.1% | +21.4% |
| 1Y | +21.8% | +38.2% | -16.5% | +13.8% |
| 3Y | +114.4% | +1.3% | +113.1% | +104.2% |
| All | +79.1% | -44.2% | +123.3% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling