+595.4%
MTUM vs ROK
+552.9%
+42.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | +1.2% | -1.6% | +2.9% | +1.9% |
| 30D | -1.7% | -5.4% | +3.8% | +0.5% |
| 3M | -0.5% | -4.0% | +3.5% | +1.0% |
| 6M | +22.3% | +13.3% | +9.0% | +16.3% |
| YTD | +21.4% | +9.3% | +12.0% | +16.5% |
| 1Y | +20.0% | +25.8% | -5.8% | +9.1% |
| 3Y | +113.0% | +49.1% | +63.8% | +75.4% |
| 5Y | +77.3% | +45.9% | +31.4% | +43.2% |
| 10Y | +350.5% | +349.9% | +0.6% | +122.0% |
| All | +595.4% | +552.9% | +42.5% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling