+25.3%
MTUM vs RNG
+144.7%
-119.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +1.7% |
| 7D | +1.7% | +5.8% | -4.1% | +1.9% |
| 30D | -1.7% | +19.6% | -21.3% | -1.1% |
| 3M | -6.3% | +67.0% | -73.4% | -4.5% |
| 6M | +21.8% | +88.4% | -66.5% | +23.5% |
| YTD | +22.0% | +155.5% | -133.4% | +22.1% |
| 1Y | +25.3% | +141.7% | -116.3% | +24.7% |
| All | +25.3% | +144.7% | -119.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling