+79.1%
MTUM vs XHB
+33.0%
+46.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | +0.7% | -4.6% | +5.4% | +2.7% |
| 30D | -2.4% | -9.1% | +6.7% | +1.5% |
| 3M | -3.6% | -8.6% | +4.9% | -0.3% |
| 6M | +23.7% | -4.0% | +27.7% | +25.1% |
| YTD | +22.9% | -3.9% | +26.9% | +23.7% |
| 1Y | +21.8% | -16.5% | +38.2% | +29.9% |
| 3Y | +114.4% | +22.6% | +91.9% | +86.1% |
| All | +79.1% | +33.0% | +46.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling