-14.3%
MTZ vs MTUM
+9.7%
-24.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -2.0% | -13.4% | -13.1% |
| 7D | -7.4% | -10.1% | +2.7% | +4.4% |
| 30D | -23.6% | -15.6% | -8.0% | -6.8% |
| 3M | -38.3% | -12.7% | -25.6% | -27.4% |
| 6M | -60.6% | -3.7% | -56.9% | -59.1% |
| YTD | -22.9% | +9.4% | -32.3% | -32.1% |
| 1Y | -14.3% | +10.2% | -24.5% | -24.7% |
| All | -14.3% | +9.7% | -24.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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