+111.7%
MTUM vs RVTY
+13.9%
+97.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.5% |
| 7D | +1.2% | -7.4% | +8.7% | +2.7% |
| 30D | -1.7% | +4.5% | -6.2% | -2.6% |
| 3M | -0.5% | +19.5% | -19.9% | -4.2% |
| 6M | +22.3% | +34.1% | -11.8% | +14.8% |
| YTD | +21.4% | +25.3% | -3.9% | +15.0% |
| 1Y | +20.0% | +47.0% | -27.0% | +10.2% |
| All | +111.7% | +13.9% | +97.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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