+349.5%
MTUM vs RRC
+4.9%
+344.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +0.7% | -1.8% | +2.5% | +0.9% |
| 30D | -2.4% | +2.7% | -5.1% | -2.7% |
| 3M | -3.6% | +8.8% | -12.5% | -4.6% |
| 6M | +23.7% | -1.2% | +24.8% | +23.4% |
| YTD | +22.9% | +17.6% | +5.3% | +20.3% |
| 1Y | +21.8% | +18.4% | +3.3% | +18.9% |
| 3Y | +114.4% | +33.1% | +81.4% | +105.7% |
| 5Y | +79.6% | +148.2% | -68.6% | +60.4% |
| All | +349.5% | +4.9% | +344.6% | +277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling