+111.7%
MTUM vs Z
-39.0%
+150.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | +1.2% | -11.6% | +12.8% | +2.8% |
| 30D | -1.7% | -8.5% | +6.8% | -0.8% |
| 3M | -0.5% | -7.9% | +7.4% | 0.0% |
| 6M | +22.3% | -29.1% | +51.4% | +28.0% |
| YTD | +21.4% | -54.2% | +75.5% | +36.3% |
| 1Y | +20.0% | -63.5% | +83.6% | +40.0% |
| All | +111.7% | -39.0% | +150.7% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling