+373.3%
MTUM vs Z
+17.0%
+356.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +2.3% |
| 7D | +4.1% | -3.3% | +7.4% | +4.6% |
| 30D | -0.2% | -3.7% | +3.5% | +0.1% |
| 3M | -1.9% | -7.0% | +5.1% | -1.6% |
| 6M | +28.1% | -29.5% | +57.6% | +34.2% |
| YTD | +23.6% | -52.6% | +76.1% | +37.8% |
| 1Y | +26.1% | -64.0% | +90.1% | +46.9% |
| 3Y | +116.8% | -36.4% | +153.3% | +122.7% |
| 5Y | +80.0% | -65.8% | +145.8% | +94.8% |
| 10Y | +346.4% | -5.8% | +352.2% | +283.4% |
| All | +373.3% | +17.0% | +356.3% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling