+114.4%
MTUM vs TRMB
+12.4%
+102.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.9% |
| 7D | +0.7% | -3.0% | +3.8% | +1.6% |
| 30D | -2.4% | +2.3% | -4.8% | -3.3% |
| 3M | -3.6% | +15.3% | -19.0% | -8.6% |
| 6M | +23.7% | -14.7% | +38.4% | +29.5% |
| YTD | +22.9% | -26.4% | +49.3% | +35.4% |
| 1Y | +21.8% | -30.4% | +52.2% | +36.6% |
| 3Y | +114.4% | +13.5% | +100.9% | +107.9% |
| All | +114.4% | +12.4% | +102.0% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling