+79.1%
MTUM vs RMBS
+265.4%
-186.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +0.7% | +1.8% | -1.1% | +0.3% |
| 30D | -2.4% | -13.9% | +11.5% | +1.0% |
| 3M | -3.6% | -39.8% | +36.2% | +7.7% |
| 6M | +23.7% | -6.0% | +29.7% | +22.4% |
| YTD | +22.9% | -5.4% | +28.3% | +19.7% |
| 1Y | +21.8% | -1.8% | +23.6% | +15.7% |
| 3Y | +114.4% | +53.7% | +60.8% | +69.8% |
| All | +79.1% | +265.4% | -186.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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