+349.5%
MTUM vs ROP
+135.6%
+213.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -4.6% | +5.3% | +2.8% |
| 30D | -2.4% | -1.7% | -0.7% | -2.0% |
| 3M | -3.6% | +17.1% | -20.7% | -12.4% |
| 6M | +23.7% | +10.9% | +12.8% | +14.6% |
| YTD | +22.9% | -12.1% | +35.0% | +28.0% |
| 1Y | +21.8% | -24.2% | +46.0% | +37.3% |
| 3Y | +114.4% | -20.4% | +134.8% | +133.1% |
| 5Y | +79.6% | -15.4% | +94.9% | +85.8% |
| All | +349.5% | +135.6% | +213.8% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling