+21.3%
MTUM vs SOLS
+17.0%
+4.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -3.5% | +4.2% | +1.5% |
| 30D | -2.4% | -1.0% | -1.5% | -2.3% |
| 3M | -3.6% | -24.1% | +20.4% | +1.4% |
| 6M | +23.7% | -18.0% | +41.6% | +28.2% |
| YTD | +22.9% | +27.1% | -4.2% | +23.4% |
| All | +21.3% | +17.0% | +4.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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