+349.5%
MTUM vs RL
+311.3%
+38.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.7% | -3.4% | +4.2% | +1.6% |
| 30D | -2.4% | -14.4% | +12.0% | +1.3% |
| 3M | -3.6% | -13.6% | +9.9% | -0.4% |
| 6M | +23.7% | +0.6% | +23.1% | +22.6% |
| YTD | +22.9% | -3.6% | +26.5% | +22.9% |
| 1Y | +21.8% | +8.3% | +13.4% | +18.0% |
| 3Y | +114.4% | +204.8% | -90.3% | +60.5% |
| 5Y | +79.6% | +232.9% | -153.4% | +28.9% |
| All | +349.5% | +311.3% | +38.2% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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