+609.5%
MTUM vs RGEN
+1,862.5%
-1,253.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +4.1% | -4.6% | +8.7% | +5.0% |
| 30D | +0.6% | +1.2% | -0.5% | +0.3% |
| 3M | -0.6% | +26.8% | -27.5% | -5.4% |
| 6M | +25.3% | +29.1% | -3.7% | +18.3% |
| YTD | +23.8% | +0.7% | +23.1% | +22.1% |
| 1Y | +25.4% | +39.1% | -13.7% | +16.1% |
| 3Y | +117.3% | +2.2% | +115.0% | +104.4% |
| 5Y | +79.7% | -44.0% | +123.7% | +80.5% |
| 10Y | +359.6% | +412.7% | -53.1% | +213.5% |
| All | +609.5% | +1,862.5% | -1,253.1% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling