+609.5%
MTUM vs TXT
+212.8%
+396.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +4.1% | +0.8% | +3.3% | +3.8% |
| 30D | +0.6% | -10.4% | +11.1% | +4.4% |
| 3M | -0.6% | -14.3% | +13.7% | +4.4% |
| 6M | +25.3% | -15.1% | +40.4% | +31.9% |
| YTD | +23.8% | -8.3% | +32.1% | +26.5% |
| 1Y | +25.4% | -0.7% | +26.1% | +24.5% |
| 3Y | +117.3% | +6.0% | +111.3% | +108.2% |
| 5Y | +79.7% | +12.5% | +67.2% | +66.8% |
| 10Y | +359.6% | +103.2% | +256.4% | +227.8% |
| All | +609.5% | +212.8% | +396.7% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling