+604.3%
MTUM vs RRX
+170.4%
+433.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.2% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | -2.4% | -6.1% | +3.7% | -0.6% |
| 3M | -3.6% | -23.1% | +19.4% | +3.6% |
| 6M | +23.7% | -19.5% | +43.2% | +30.4% |
| YTD | +22.9% | +16.1% | +6.8% | +15.2% |
| 1Y | +21.8% | +12.9% | +8.8% | +14.3% |
| 3Y | +114.4% | +7.9% | +106.5% | +94.9% |
| 5Y | +79.6% | +19.1% | +60.5% | +53.5% |
| 10Y | +356.2% | +225.8% | +130.4% | +167.3% |
| All | +604.3% | +170.4% | +433.9% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling