+349.5%
MTUM vs RUN
+42.2%
+307.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.7% | -3.7% | +4.4% | +1.1% |
| 30D | -2.4% | -13.0% | +10.6% | -1.2% |
| 3M | -3.6% | -31.8% | +28.1% | -0.2% |
| 6M | +23.7% | -32.2% | +55.9% | +27.7% |
| YTD | +22.9% | -53.5% | +76.4% | +29.9% |
| 1Y | +21.8% | -46.5% | +68.3% | +26.0% |
| 3Y | +114.4% | -37.6% | +152.1% | +91.6% |
| 5Y | +79.6% | -80.9% | +160.4% | +74.7% |
| All | +349.5% | +42.2% | +307.3% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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