+111.7%
MTUM vs RL
+199.8%
-88.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +1.2% | -2.2% | +3.4% | +1.9% |
| 30D | -1.7% | -15.3% | +13.7% | +3.1% |
| 3M | -0.5% | -10.3% | +9.9% | +2.4% |
| 6M | +22.3% | -2.2% | +24.6% | +21.8% |
| YTD | +21.4% | -4.3% | +25.6% | +21.3% |
| 1Y | +20.0% | +8.9% | +11.2% | +14.8% |
| All | +111.7% | +199.8% | -88.1% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling