+604.3%
MTUM vs TDY
+707.6%
-103.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | +0.7% | -1.1% | +1.8% | +1.2% |
| 30D | -2.4% | -12.0% | +9.6% | +3.2% |
| 3M | -3.6% | -3.2% | -0.4% | -2.2% |
| 6M | +23.7% | -7.9% | +31.5% | +28.2% |
| YTD | +22.9% | +18.2% | +4.7% | +13.9% |
| 1Y | +21.8% | +6.7% | +15.1% | +17.8% |
| 3Y | +114.4% | +47.5% | +66.9% | +78.3% |
| 5Y | +79.6% | +39.5% | +40.1% | +51.2% |
| 10Y | +356.2% | +477.2% | -120.9% | +98.5% |
| All | +604.3% | +707.6% | -103.3% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling