+79.1%
MTUM vs RVTY
-33.1%
+112.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.6% |
| 7D | +0.7% | -4.5% | +5.3% | +1.8% |
| 30D | -2.4% | +5.5% | -7.9% | -3.8% |
| 3M | -3.6% | +22.5% | -26.2% | -8.7% |
| 6M | +23.7% | +38.9% | -15.2% | +13.2% |
| YTD | +22.9% | +28.7% | -5.8% | +14.2% |
| 1Y | +21.8% | +45.5% | -23.7% | +9.4% |
| 3Y | +114.4% | +16.4% | +98.1% | +98.5% |
| All | +79.1% | -33.1% | +112.2% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling