+548.2%
MTUM vs RNG
+302.4%
+245.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +1.2% | -9.6% | +10.8% | +2.7% |
| 30D | -1.7% | +8.8% | -10.5% | -3.0% |
| 3M | -0.5% | +78.6% | -79.1% | -9.8% |
| 6M | +22.3% | +70.3% | -47.9% | +10.5% |
| YTD | +21.4% | +140.3% | -119.0% | +2.1% |
| 1Y | +20.0% | +126.6% | -106.6% | +1.6% |
| 3Y | +113.0% | +120.2% | -7.3% | +74.8% |
| 5Y | +77.3% | -68.3% | +145.6% | +93.0% |
| 10Y | +350.5% | +220.6% | +129.9% | +222.5% |
| All | +548.2% | +302.4% | +245.9% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling