+21.8%
MTUM vs ZYBT
-79.2%
+101.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | +0.7% | -3.7% | +4.4% | +0.7% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | -3.6% | +72.2% | -75.9% | -3.5% |
| 6M | +23.7% | +103.1% | -79.5% | +22.6% |
| YTD | +22.9% | +34.8% | -11.9% | +22.6% |
| 1Y | +21.8% | -83.2% | +104.9% | +24.0% |
| All | +21.8% | -79.2% | +101.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling