+349.5%
MTUM vs TXT
+107.7%
+241.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.5% |
| 7D | +0.7% | +2.5% | -1.8% | -0.1% |
| 30D | -2.4% | -8.9% | +6.4% | +0.6% |
| 3M | -3.6% | -13.6% | +9.9% | +0.9% |
| 6M | +23.7% | -13.1% | +36.8% | +29.2% |
| YTD | +22.9% | -7.0% | +29.9% | +25.0% |
| 1Y | +21.8% | -1.4% | +23.2% | +21.2% |
| 3Y | +114.4% | +7.0% | +107.5% | +104.6% |
| 5Y | +79.6% | +15.4% | +64.2% | +65.0% |
| All | +349.5% | +107.7% | +241.7% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling