+609.5%
MTUM vs RVTY
+282.4%
+327.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | +4.1% | -5.4% | +9.5% | +6.1% |
| 30D | +0.6% | +6.7% | -6.1% | -1.8% |
| 3M | -0.6% | +19.0% | -19.7% | -7.2% |
| 6M | +25.3% | +34.6% | -9.3% | +11.3% |
| YTD | +23.8% | +28.3% | -4.5% | +11.2% |
| 1Y | +25.4% | +46.0% | -20.7% | +6.7% |
| 3Y | +117.3% | +16.9% | +100.4% | +91.6% |
| 5Y | +79.7% | -32.9% | +112.6% | +95.9% |
| 10Y | +359.6% | +141.6% | +218.0% | +161.4% |
| All | +609.5% | +282.4% | +327.1% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling