+604.3%
MTUM vs TEVA
+9.9%
+594.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | +1.0% |
| 7D | +0.7% | +2.0% | -1.3% | +0.4% |
| 30D | -2.4% | +1.0% | -3.4% | -2.6% |
| 3M | -3.6% | +7.3% | -11.0% | -4.9% |
| 6M | +23.7% | +21.7% | +1.9% | +19.4% |
| YTD | +22.9% | +18.8% | +4.1% | +19.1% |
| 1Y | +21.8% | +86.5% | -64.7% | +9.8% |
| 3Y | +114.4% | +269.4% | -155.0% | +70.1% |
| 5Y | +79.6% | +303.6% | -224.0% | +37.0% |
| 10Y | +356.2% | -22.9% | +379.2% | +316.0% |
| All | +604.3% | +9.9% | +594.4% | +498.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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