+79.1%
MTUM vs RRC
+142.8%
-63.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | -2.4% | +2.7% | -5.1% | -2.9% |
| 3M | -3.6% | +8.8% | -12.5% | -5.1% |
| 6M | +23.7% | -1.2% | +24.8% | +23.2% |
| YTD | +22.9% | +17.6% | +5.3% | +18.7% |
| 1Y | +21.8% | +18.4% | +3.3% | +17.0% |
| 3Y | +114.4% | +33.1% | +81.4% | +100.1% |
| All | +79.1% | +142.8% | -63.7% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling