+604.3%
MTUM vs XHB
+285.1%
+319.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | +0.7% | -4.6% | +5.4% | +3.1% |
| 30D | -2.4% | -9.1% | +6.7% | +2.2% |
| 3M | -3.6% | -8.6% | +4.9% | +0.2% |
| 6M | +23.7% | -4.0% | +27.7% | +25.3% |
| YTD | +22.9% | -3.9% | +26.9% | +23.9% |
| 1Y | +21.8% | -16.5% | +38.2% | +31.2% |
| 3Y | +114.4% | +22.6% | +91.9% | +83.4% |
| 5Y | +79.6% | +33.9% | +45.6% | +43.1% |
| 10Y | +356.2% | +213.0% | +143.2% | +117.2% |
| All | +604.3% | +285.1% | +319.3% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling