+114.4%
MTUM vs RRX
+5.4%
+109.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.3% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | -2.4% | -6.1% | +3.7% | -0.9% |
| 3M | -3.6% | -23.1% | +19.4% | +2.6% |
| 6M | +23.7% | -19.5% | +43.2% | +29.6% |
| YTD | +22.9% | +16.1% | +6.8% | +18.2% |
| 1Y | +21.8% | +12.9% | +8.8% | +17.3% |
| 3Y | +114.4% | +7.9% | +106.5% | +113.3% |
| All | +114.4% | +5.4% | +109.1% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling