+25.3%
MTUM vs ROP
+7.8%
+17.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | -0.5% |
| 7D | +4.1% | -6.1% | +10.2% | +0.8% |
| 30D | +0.6% | -3.4% | +4.0% | -0.8% |
| 3M | -0.6% | +16.7% | -17.3% | +7.9% |
| 6M | +25.3% | +8.1% | +17.3% | +33.5% |
| All | +25.3% | +7.8% | +17.5% | +33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling