+608.1%
MTUM vs ROP
+253.9%
+354.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +2.6% |
| 7D | +4.1% | -5.4% | +9.5% | +6.6% |
| 30D | -0.2% | -1.6% | +1.4% | +0.2% |
| 3M | -1.9% | +18.8% | -20.8% | -11.4% |
| 6M | +28.1% | +8.2% | +19.9% | +20.4% |
| YTD | +23.6% | -10.5% | +34.1% | +27.2% |
| 1Y | +26.1% | -23.7% | +49.9% | +41.1% |
| 3Y | +116.8% | -17.9% | +134.7% | +131.2% |
| 5Y | +80.0% | -15.3% | +95.4% | +86.3% |
| 10Y | +346.4% | +133.4% | +213.0% | +167.9% |
| All | +608.1% | +253.9% | +354.2% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling