+79.1%
MTUM vs TDY
+39.0%
+40.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | +0.7% | -1.1% | +1.8% | +1.3% |
| 30D | -2.4% | -12.0% | +9.6% | +4.0% |
| 3M | -3.6% | -3.2% | -0.4% | -2.0% |
| 6M | +23.7% | -7.9% | +31.5% | +28.7% |
| YTD | +22.9% | +18.2% | +4.7% | +13.0% |
| 1Y | +21.8% | +6.7% | +15.1% | +17.4% |
| 3Y | +114.4% | +47.5% | +66.9% | +74.2% |
| All | +79.1% | +39.0% | +40.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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