+79.1%
MTUM vs RNG
-68.4%
+147.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | -6.1% | +6.8% | +1.3% |
| 30D | -2.4% | +9.6% | -12.0% | -3.4% |
| 3M | -3.6% | +83.3% | -87.0% | -10.1% |
| 6M | +23.7% | +77.9% | -54.3% | +14.9% |
| YTD | +22.9% | +139.9% | -117.0% | +8.8% |
| 1Y | +21.8% | +121.7% | -99.9% | +8.7% |
| 3Y | +114.4% | +121.9% | -7.4% | +86.0% |
| All | +79.1% | -68.4% | +147.5% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling