+379.0%
MTUM vs TRU
+228.8%
+150.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.7% | -2.7% | +3.4% | +1.5% |
| 30D | -2.4% | -2.0% | -0.4% | -2.1% |
| 3M | -3.6% | +18.4% | -22.1% | -10.0% |
| 6M | +23.7% | +8.9% | +14.8% | +17.8% |
| YTD | +22.9% | -8.9% | +31.8% | +23.1% |
| 1Y | +21.8% | -15.9% | +37.6% | +24.5% |
| 3Y | +114.4% | -1.1% | +115.5% | +98.0% |
| 5Y | +79.6% | -35.2% | +114.7% | +91.9% |
| 10Y | +356.2% | +145.3% | +211.0% | +207.0% |
| All | +379.0% | +228.8% | +150.2% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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