+79.1%
MTUM vs ROK
+47.1%
+32.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | +0.7% | -1.2% | +2.0% | +1.2% |
| 30D | -2.4% | -4.8% | +2.4% | -0.6% |
| 3M | -3.6% | -6.1% | +2.4% | -1.5% |
| 6M | +23.7% | +15.5% | +8.2% | +17.2% |
| YTD | +22.9% | +11.2% | +11.7% | +17.7% |
| 1Y | +21.8% | +23.8% | -2.1% | +12.2% |
| 3Y | +114.4% | +53.1% | +61.3% | +77.1% |
| All | +79.1% | +47.1% | +32.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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