+370.6%
MTUM vs RUN
-34.5%
+405.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | -3.6% | -31.8% | +28.1% | -0.5% |
| 6M | +23.7% | -32.2% | +55.9% | +27.4% |
| YTD | +22.9% | -53.5% | +76.4% | +29.4% |
| 1Y | +21.8% | -46.5% | +68.3% | +25.7% |
| 3Y | +114.4% | -37.6% | +152.1% | +94.2% |
| 5Y | +79.6% | -80.9% | +160.4% | +74.8% |
| 10Y | +356.2% | +41.3% | +315.0% | +244.0% |
| All | +370.6% | -34.5% | +405.1% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling