+88.4%
MTUM vs S
-57.8%
+146.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.6% |
| 7D | +4.1% | -5.8% | +9.9% | +4.9% |
| 30D | -0.2% | -9.2% | +9.0% | +0.8% |
| 3M | -1.9% | +23.4% | -25.3% | -5.3% |
| 6M | +28.1% | +36.9% | -8.8% | +21.2% |
| YTD | +23.6% | +29.5% | -6.0% | +17.5% |
| 1Y | +26.1% | +5.4% | +20.7% | +23.1% |
| 3Y | +116.8% | +14.7% | +102.1% | +105.0% |
| 5Y | +80.0% | -71.5% | +151.5% | +88.4% |
| All | +88.4% | -57.8% | +146.2% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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