+10.2%
MTUM vs RRC
+44.7%
-34.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -2.2% |
| 7D | -10.1% | -6.8% | -3.3% | -10.6% |
| 30D | -15.6% | +34.7% | -50.3% | -12.1% |
| 3M | -12.7% | +31.5% | -44.3% | -9.3% |
| 6M | -3.7% | +21.8% | -25.5% | 0.0% |
| YTD | +9.4% | +48.9% | -39.4% | +13.4% |
| 1Y | +10.2% | +42.1% | -31.9% | +14.2% |
| All | +10.2% | +44.7% | -34.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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