+21.8%
MTUM vs ROP
-23.7%
+45.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -4.6% | +5.3% | -0.5% |
| 30D | -2.4% | -1.7% | -0.7% | -2.8% |
| 3M | -3.6% | +17.1% | -20.7% | -0.7% |
| 6M | +23.7% | +10.9% | +12.8% | +27.3% |
| YTD | +22.9% | -12.1% | +35.0% | +26.4% |
| 1Y | +21.8% | -24.2% | +46.0% | +26.0% |
| All | +21.8% | -23.7% | +45.5% | +26.0% |
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