+10.2%
MTUM vs ROP
+10.4%
-0.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -0.7% |
| 7D | -10.1% | +11.7% | -21.8% | -6.8% |
| 30D | -15.6% | +35.5% | -51.0% | -7.2% |
| 3M | -12.7% | +25.6% | -38.4% | -6.0% |
| 6M | -3.7% | +39.3% | -43.0% | +7.4% |
| YTD | +9.4% | +11.6% | -2.2% | +22.5% |
| 1Y | +10.2% | +10.6% | -0.4% | +23.8% |
| All | +10.2% | +10.4% | -0.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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