+166.3%
MTZ vs MTUM
+80.5%
+85.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.5% |
| 7D | +2.3% | +4.1% | -1.9% | -2.4% |
| 30D | -10.3% | +0.6% | -10.9% | -10.7% |
| 3M | -31.8% | -0.6% | -31.2% | -30.6% |
| 6M | -19.2% | +25.3% | -44.5% | -37.3% |
| YTD | +10.7% | +23.8% | -13.1% | -12.9% |
| 1Y | +37.5% | +25.4% | +12.2% | +7.5% |
| 3Y | +162.4% | +117.3% | +45.1% | +24.3% |
| 5Y | +166.3% | +79.7% | +86.7% | +46.6% |
| All | +166.3% | +80.5% | +85.8% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling