+79.1%
MTUM vs Z
-64.7%
+143.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.7% |
| 7D | +0.7% | -6.0% | +6.8% | +1.5% |
| 30D | -2.4% | -2.3% | -0.2% | -2.4% |
| 3M | -3.6% | -0.6% | -3.0% | -4.3% |
| 6M | +23.7% | -27.6% | +51.3% | +28.7% |
| YTD | +22.9% | -52.4% | +75.3% | +36.1% |
| 1Y | +21.8% | -63.6% | +85.4% | +40.4% |
| 3Y | +114.4% | -36.4% | +150.8% | +120.9% |
| All | +79.1% | -64.7% | +143.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling